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% | 14.75 CHF | 14.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,727,140 CHF | 3,729,640 CHF | 99.42% | 99.42% |
18/12/2024 | 0.06% | 15.36 CHF | 15.37 CHF | 250,000 | 250,000 | 249,808 | 249,808 | 3,861,180 CHF | 3,863,680 CHF | 100.00% | 100.00% |
17/12/2024 | 0.06% | 15.42 CHF | 15.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,885,400 CHF | 3,887,900 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 15.54 CHF | 15.55 CHF | 250,000 | 250,000 | 249,740 | 249,740 | 3,885,100 CHF | 3,887,600 CHF | 99.36% | 99.36% |
13/12/2024 | 0.06% | 15.65 CHF | 15.66 CHF | 250,000 | 250,000 | 249,685 | 249,685 | 3,947,670 CHF | 3,950,170 CHF | 100.00% | 100.00% |
12/12/2024 | 0.06% | 15.63 CHF | 15.64 CHF | 250,000 | 250,000 | 249,686 | 249,686 | 3,903,600 CHF | 3,906,100 CHF | 99.53% | 99.53% |
11/12/2024 | 0.07% | 15.55 CHF | 15.56 CHF | 250,000 | 250,000 | 249,217 | 249,217 | 3,847,740 CHF | 3,850,240 CHF | 100.00% | 100.00% |
10/12/2024 | 0.06% | 15.43 CHF | 15.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,858,500 CHF | 3,861,000 CHF | 100.00% | 100.00% |
09/12/2024 | 0.06% | 15.43 CHF | 15.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,882,450 CHF | 3,884,950 CHF | 97.80% | 97.80% |
06/12/2024 | 0.06% | 15.51 CHF | 15.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,892,640 CHF | 3,895,140 CHF | 100.00% | 100.00% |