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% | 13.58 CHF | 13.59 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,868,880 CHF | 6,873,880 CHF | 99.42% | 99.42% |
18/12/2024 | 0.07% | 14.19 CHF | 14.20 CHF | 250,000 | 250,000 | 249,806 | 249,806 | 3,567,270 CHF | 3,569,770 CHF | 100.00% | 100.00% |
17/12/2024 | 0.07% | 14.24 CHF | 14.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,590,480 CHF | 3,592,980 CHF | 100.00% | 100.00% |
16/12/2024 | 0.07% | 14.36 CHF | 14.37 CHF | 250,000 | 250,000 | 249,736 | 249,736 | 3,591,570 CHF | 3,594,070 CHF | 99.36% | 99.36% |
13/12/2024 | 0.07% | 14.48 CHF | 14.49 CHF | 250,000 | 250,000 | 249,679 | 249,679 | 3,654,270 CHF | 3,656,770 CHF | 100.00% | 100.00% |
12/12/2024 | 0.07% | 14.46 CHF | 14.47 CHF | 250,000 | 250,000 | 249,694 | 249,694 | 3,612,130 CHF | 3,614,630 CHF | 99.53% | 99.53% |
11/12/2024 | 0.07% | 14.38 CHF | 14.39 CHF | 250,000 | 250,000 | 249,214 | 249,214 | 3,557,910 CHF | 3,560,410 CHF | 100.00% | 100.00% |
10/12/2024 | 0.07% | 14.26 CHF | 14.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,568,310 CHF | 3,570,810 CHF | 100.00% | 100.00% |
09/12/2024 | 0.07% | 14.27 CHF | 14.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,591,480 CHF | 3,593,980 CHF | 97.80% | 97.80% |
06/12/2024 | 0.07% | 14.35 CHF | 14.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,602,080 CHF | 3,604,580 CHF | 100.00% | 100.00% |