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 | 0.07% | 15.21 CHF | 15.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,844,190 CHF | 3,846,690 CHF | 99.42% | 99.42% |
18/12/2024 | 0.06% | 15.83 CHF | 15.84 CHF | 250,000 | 250,000 | 249,804 | 249,804 | 3,978,650 CHF | 3,981,150 CHF | 100.00% | 100.00% |
17/12/2024 | 0.06% | 15.89 CHF | 15.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,003,380 CHF | 4,005,880 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 16.01 CHF | 16.02 CHF | 250,000 | 250,000 | 249,742 | 249,742 | 4,002,500 CHF | 4,005,000 CHF | 99.36% | 99.36% |
13/12/2024 | 0.06% | 16.12 CHF | 16.13 CHF | 250,000 | 250,000 | 249,683 | 249,683 | 4,064,950 CHF | 4,067,450 CHF | 100.00% | 100.00% |
12/12/2024 | 0.06% | 16.10 CHF | 16.11 CHF | 250,000 | 250,000 | 249,684 | 249,684 | 4,020,180 CHF | 4,022,680 CHF | 99.53% | 99.53% |
11/12/2024 | 0.06% | 16.01 CHF | 16.02 CHF | 250,000 | 250,000 | 249,208 | 249,208 | 3,963,510 CHF | 3,966,010 CHF | 100.00% | 100.00% |
10/12/2024 | 0.06% | 15.89 CHF | 15.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,974,590 CHF | 3,977,090 CHF | 100.00% | 100.00% |
09/12/2024 | 0.06% | 15.89 CHF | 15.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,998,820 CHF | 4,001,320 CHF | 97.79% | 97.79% |
06/12/2024 | 0.06% | 15.97 CHF | 15.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,008,810 CHF | 4,011,310 CHF | 100.00% | 100.00% |