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 | 0.08% | 12.71 CHF | 12.72 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,745,960 CHF | 5,750,460 CHF | 99.93% | 99.93% |
18/12/2024 | 0.07% | 13.68 CHF | 13.69 CHF | 450,000 | 450,000 | 449,637 | 449,637 | 6,140,830 CHF | 6,145,330 CHF | 99.64% | 99.64% |
17/12/2024 | 0.07% | 13.63 CHF | 13.64 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,158,720 CHF | 6,163,220 CHF | 100.00% | 100.00% |
16/12/2024 | 0.07% | 13.92 CHF | 13.93 CHF | 450,000 | 450,000 | 449,526 | 449,526 | 6,264,130 CHF | 6,268,630 CHF | 98.91% | 98.91% |
13/12/2024 | 0.07% | 13.98 CHF | 13.99 CHF | 450,000 | 450,000 | 449,220 | 449,220 | 6,312,920 CHF | 6,317,420 CHF | 98.57% | 98.57% |
12/12/2024 | 0.07% | 14.13 CHF | 14.14 CHF | 450,000 | 450,000 | 449,434 | 449,434 | 6,321,940 CHF | 6,326,440 CHF | 100.00% | 100.00% |
11/12/2024 | 0.07% | 14.13 CHF | 14.14 CHF | 450,000 | 450,000 | 448,564 | 448,564 | 6,343,420 CHF | 6,347,920 CHF | 100.00% | 100.00% |
10/12/2024 | 0.07% | 14.28 CHF | 14.29 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,393,650 CHF | 6,398,150 CHF | 100.00% | 100.00% |
09/12/2024 | 0.07% | 14.28 CHF | 14.29 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,491,940 CHF | 6,496,440 CHF | 100.00% | 100.00% |
06/12/2024 | 0.07% | 14.50 CHF | 14.51 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,539,330 CHF | 6,543,830 CHF | 100.00% | 100.00% |