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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.06% | 16.26 CHF | 16.27 CHF | 225,000 | 225,000 | 224,710 | 224,710 | 3,688,440 CHF | 3,690,690 CHF | 100.00% | 100.00% |
27/12/2024 | 0.06% | 16.51 CHF | 16.52 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,769,180 CHF | 3,771,430 CHF | 100.00% | 100.00% |
23/12/2024 | 0.06% | 16.24 CHF | 16.25 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,681,160 CHF | 3,683,410 CHF | 100.00% | 100.00% |
20/12/2024 | 0.06% | 16.41 CHF | 16.42 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,563,970 CHF | 3,566,220 CHF | 100.00% | 100.00% |
19/12/2024 | 0.06% | 16.10 CHF | 16.11 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,633,030 CHF | 3,635,280 CHF | 100.00% | 100.00% |
18/12/2024 | 0.06% | 17.04 CHF | 17.05 CHF | 225,000 | 225,000 | 224,832 | 224,832 | 3,827,190 CHF | 3,829,440 CHF | 99.64% | 99.64% |
17/12/2024 | 0.06% | 17.00 CHF | 17.01 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,838,490 CHF | 3,840,740 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 17.28 CHF | 17.29 CHF | 225,000 | 225,000 | 224,765 | 224,765 | 3,887,040 CHF | 3,889,280 CHF | 98.91% | 98.91% |
13/12/2024 | 0.06% | 17.34 CHF | 17.35 CHF | 225,000 | 225,000 | 224,610 | 224,610 | 3,911,170 CHF | 3,913,420 CHF | 98.57% | 98.57% |
12/12/2024 | 0.06% | 17.47 CHF | 17.48 CHF | 225,000 | 225,000 | 224,732 | 224,732 | 3,911,130 CHF | 3,913,380 CHF | 99.98% | 99.98% |