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 | 0.06% | 16.30 CHF | 16.31 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,677,960 CHF | 3,680,210 CHF | 99.90% | 99.90% |
18/12/2024 | 0.06% | 17.24 CHF | 17.25 CHF | 225,000 | 225,000 | 224,821 | 224,821 | 3,871,800 CHF | 3,874,050 CHF | 99.64% | 99.64% |
17/12/2024 | 0.06% | 17.20 CHF | 17.21 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,883,420 CHF | 3,885,670 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 17.48 CHF | 17.49 CHF | 225,000 | 225,000 | 224,769 | 224,769 | 3,931,790 CHF | 3,934,040 CHF | 98.92% | 98.92% |
13/12/2024 | 0.06% | 17.54 CHF | 17.55 CHF | 225,000 | 225,000 | 224,609 | 224,609 | 3,955,870 CHF | 3,958,120 CHF | 98.57% | 98.57% |
12/12/2024 | 0.06% | 17.67 CHF | 17.68 CHF | 225,000 | 225,000 | 224,722 | 224,722 | 3,955,470 CHF | 3,957,720 CHF | 99.98% | 99.98% |
11/12/2024 | 0.06% | 17.65 CHF | 17.66 CHF | 225,000 | 225,000 | 224,283 | 224,283 | 3,960,860 CHF | 3,963,110 CHF | 100.00% | 100.00% |
10/12/2024 | 0.06% | 17.79 CHF | 17.80 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,985,280 CHF | 3,987,530 CHF | 100.00% | 100.00% |
09/12/2024 | 0.06% | 17.77 CHF | 17.78 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,032,990 CHF | 4,035,240 CHF | 100.00% | 100.00% |
06/12/2024 | 0.06% | 17.99 CHF | 18.00 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,054,980 CHF | 4,057,230 CHF | 100.00% | 100.00% |