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 | 0.07% | 15.06 CHF | 15.07 CHF | 450,000 | 450,000 | 449,419 | 449,419 | 6,840,070 CHF | 6,844,570 CHF | 100.00% | 100.00% |
27/12/2024 | 0.06% | 15.32 CHF | 15.33 CHF | 450,000 | 450,000 | 305,201 | 305,201 | 4,743,680 CHF | 4,746,730 CHF | 100.00% | 100.00% |
23/12/2024 | 0.07% | 15.06 CHF | 15.07 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,829,720 CHF | 6,834,220 CHF | 100.00% | 100.00% |
20/12/2024 | 0.07% | 15.23 CHF | 15.24 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,596,920 CHF | 6,601,420 CHF | 100.00% | 100.00% |
19/12/2024 | 0.07% | 14.91 CHF | 14.92 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,733,900 CHF | 6,738,400 CHF | 100.00% | 100.00% |
18/12/2024 | 0.06% | 15.87 CHF | 15.88 CHF | 225,000 | 225,000 | 224,819 | 224,819 | 3,562,070 CHF | 3,564,320 CHF | 99.64% | 99.64% |
17/12/2024 | 0.06% | 15.82 CHF | 15.83 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,572,710 CHF | 3,574,960 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 16.10 CHF | 16.11 CHF | 225,000 | 225,000 | 224,769 | 224,769 | 3,622,760 CHF | 3,625,010 CHF | 98.92% | 98.92% |
13/12/2024 | 0.06% | 16.16 CHF | 16.17 CHF | 225,000 | 225,000 | 224,615 | 224,615 | 3,647,050 CHF | 3,649,300 CHF | 98.57% | 98.57% |
12/12/2024 | 0.06% | 16.30 CHF | 16.31 CHF | 225,000 | 225,000 | 224,722 | 224,722 | 3,648,360 CHF | 3,650,610 CHF | 99.98% | 99.98% |