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% | 15.01 CHF | 15.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,791,990 CHF | 3,794,490 CHF | 99.42% | 99.42% |
18/12/2024 | 0.06% | 15.62 CHF | 15.63 CHF | 250,000 | 250,000 | 249,806 | 249,806 | 3,926,260 CHF | 3,928,760 CHF | 100.00% | 100.00% |
17/12/2024 | 0.06% | 15.68 CHF | 15.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,950,770 CHF | 3,953,270 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 15.80 CHF | 15.81 CHF | 250,000 | 250,000 | 249,738 | 249,738 | 3,950,110 CHF | 3,952,610 CHF | 99.36% | 99.36% |
13/12/2024 | 0.06% | 15.91 CHF | 15.92 CHF | 250,000 | 250,000 | 249,679 | 249,679 | 4,012,580 CHF | 4,015,080 CHF | 100.00% | 100.00% |
12/12/2024 | 0.06% | 15.89 CHF | 15.90 CHF | 250,000 | 250,000 | 249,694 | 249,694 | 3,968,360 CHF | 3,970,860 CHF | 99.53% | 99.53% |
11/12/2024 | 0.06% | 15.80 CHF | 15.81 CHF | 250,000 | 250,000 | 249,207 | 249,207 | 3,911,820 CHF | 3,914,320 CHF | 100.00% | 100.00% |
10/12/2024 | 0.06% | 15.68 CHF | 15.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,922,870 CHF | 3,925,370 CHF | 100.00% | 100.00% |
09/12/2024 | 0.06% | 15.69 CHF | 15.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,946,920 CHF | 3,949,420 CHF | 97.80% | 97.80% |
06/12/2024 | 0.06% | 15.77 CHF | 15.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,957,000 CHF | 3,959,500 CHF | 100.00% | 100.00% |