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% | 14.54 CHF | 14.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,676,070 CHF | 3,678,570 CHF | 99.42% | 99.42% |
18/12/2024 | 0.07% | 15.16 CHF | 15.17 CHF | 250,000 | 250,000 | 249,806 | 249,806 | 3,809,880 CHF | 3,812,380 CHF | 100.00% | 100.00% |
17/12/2024 | 0.07% | 15.22 CHF | 15.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,833,980 CHF | 3,836,480 CHF | 100.00% | 100.00% |
16/12/2024 | 0.07% | 15.33 CHF | 15.34 CHF | 250,000 | 250,000 | 249,740 | 249,740 | 3,833,910 CHF | 3,836,410 CHF | 99.39% | 99.39% |
13/12/2024 | 0.06% | 15.45 CHF | 15.46 CHF | 250,000 | 250,000 | 249,685 | 249,685 | 3,896,530 CHF | 3,899,030 CHF | 100.00% | 100.00% |
12/12/2024 | 0.06% | 15.43 CHF | 15.44 CHF | 250,000 | 250,000 | 249,691 | 249,691 | 3,852,810 CHF | 3,855,310 CHF | 99.53% | 99.53% |
11/12/2024 | 0.07% | 15.34 CHF | 15.35 CHF | 250,000 | 250,000 | 249,220 | 249,220 | 3,797,250 CHF | 3,799,750 CHF | 100.00% | 100.00% |
10/12/2024 | 0.07% | 15.22 CHF | 15.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,807,930 CHF | 3,810,430 CHF | 100.00% | 100.00% |
09/12/2024 | 0.07% | 15.23 CHF | 15.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,831,690 CHF | 3,834,190 CHF | 97.80% | 97.80% |
06/12/2024 | 0.07% | 15.31 CHF | 15.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,841,940 CHF | 3,844,440 CHF | 100.00% | 100.00% |