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% | 14.08 CHF | 14.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,560,200 CHF | 3,562,700 CHF | 99.42% | 99.42% |
18/12/2024 | 0.07% | 14.69 CHF | 14.70 CHF | 250,000 | 250,000 | 249,806 | 249,806 | 3,693,520 CHF | 3,696,020 CHF | 100.00% | 100.00% |
17/12/2024 | 0.07% | 14.75 CHF | 14.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,717,160 CHF | 3,719,660 CHF | 100.00% | 100.00% |
16/12/2024 | 0.07% | 14.87 CHF | 14.88 CHF | 250,000 | 250,000 | 249,743 | 249,743 | 3,717,750 CHF | 3,720,250 CHF | 99.39% | 99.39% |
13/12/2024 | 0.07% | 14.98 CHF | 14.99 CHF | 250,000 | 250,000 | 249,685 | 249,685 | 3,780,340 CHF | 3,782,840 CHF | 100.00% | 100.00% |
12/12/2024 | 0.07% | 14.96 CHF | 14.97 CHF | 250,000 | 250,000 | 249,691 | 249,691 | 3,737,350 CHF | 3,739,850 CHF | 99.49% | 99.49% |
11/12/2024 | 0.07% | 14.88 CHF | 14.89 CHF | 250,000 | 250,000 | 249,216 | 249,216 | 3,682,430 CHF | 3,684,930 CHF | 100.00% | 100.00% |
10/12/2024 | 0.07% | 14.76 CHF | 14.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,693,000 CHF | 3,695,500 CHF | 100.00% | 100.00% |
09/12/2024 | 0.07% | 14.77 CHF | 14.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,716,480 CHF | 3,718,980 CHF | 97.80% | 97.80% |
06/12/2024 | 0.07% | 14.85 CHF | 14.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,726,890 CHF | 3,729,390 CHF | 100.00% | 100.00% |