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% | 13.90 CHF | 13.91 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,281,260 CHF | 6,285,760 CHF | 99.89% | 99.89% |
18/12/2024 | 0.07% | 14.87 CHF | 14.88 CHF | 450,000 | 450,000 | 449,662 | 449,662 | 6,674,140 CHF | 6,678,640 CHF | 99.64% | 99.64% |
17/12/2024 | 0.07% | 14.82 CHF | 14.83 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,693,400 CHF | 6,697,900 CHF | 100.00% | 100.00% |
16/12/2024 | 0.07% | 15.10 CHF | 15.11 CHF | 450,000 | 450,000 | 449,524 | 449,524 | 6,795,840 CHF | 6,800,340 CHF | 98.92% | 98.92% |
13/12/2024 | 0.07% | 15.16 CHF | 15.17 CHF | 450,000 | 450,000 | 449,168 | 449,168 | 6,843,830 CHF | 6,848,330 CHF | 98.58% | 98.58% |
12/12/2024 | 0.07% | 15.30 CHF | 15.31 CHF | 450,000 | 450,000 | 449,452 | 449,452 | 6,850,480 CHF | 6,854,980 CHF | 100.00% | 100.00% |
11/12/2024 | 0.07% | 15.30 CHF | 15.31 CHF | 450,000 | 450,000 | 448,588 | 448,588 | 6,868,610 CHF | 6,873,110 CHF | 100.00% | 100.00% |
10/12/2024 | 0.07% | 15.45 CHF | 15.46 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,917,940 CHF | 6,922,440 CHF | 100.00% | 100.00% |
09/12/2024 | 0.06% | 15.44 CHF | 15.45 CHF | 450,000 | 450,000 | 433,185 | 433,185 | 6,752,440 CHF | 6,756,770 CHF | 100.00% | 100.00% |
06/12/2024 | 0.06% | 15.66 CHF | 15.67 CHF | 225,000 | 225,000 | 225,281 | 225,281 | 3,535,180 CHF | 3,537,440 CHF | 100.00% | 100.00% |