Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 0.06% | 17.49 CHF | 17.50 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,946,700 CHF | 3,948,960 CHF | 99.92% | 99.92% |
18/12/2024 | 0.05% | 18.43 CHF | 18.44 CHF | 225,000 | 225,000 | 224,829 | 224,829 | 4,139,480 CHF | 4,141,730 CHF | 99.64% | 99.64% |
17/12/2024 | 0.05% | 18.39 CHF | 18.40 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,151,900 CHF | 4,154,150 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 18.67 CHF | 18.68 CHF | 225,000 | 225,000 | 224,764 | 224,764 | 4,198,700 CHF | 4,200,950 CHF | 98.92% | 98.92% |
13/12/2024 | 0.05% | 18.72 CHF | 18.73 CHF | 225,000 | 225,000 | 224,583 | 224,583 | 4,222,280 CHF | 4,224,530 CHF | 98.58% | 98.58% |
12/12/2024 | 0.05% | 18.85 CHF | 18.86 CHF | 225,000 | 225,000 | 224,730 | 224,730 | 4,220,820 CHF | 4,223,070 CHF | 99.98% | 99.98% |
11/12/2024 | 0.05% | 18.82 CHF | 18.83 CHF | 225,000 | 225,000 | 224,295 | 224,295 | 4,224,560 CHF | 4,226,810 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 18.97 CHF | 18.98 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,248,500 CHF | 4,250,750 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 18.93 CHF | 18.94 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,295,680 CHF | 4,297,930 CHF | 100.00% | 100.00% |
06/12/2024 | 0.05% | 19.16 CHF | 19.17 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,317,150 CHF | 4,319,400 CHF | 100.00% | 100.00% |