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% | 13.86 CHF | 13.87 CHF | 450,000 | 450,000 | 449,402 | 449,402 | 6,304,780 CHF | 6,309,280 CHF | 100.00% | 100.00% |
27/12/2024 | 0.07% | 14.13 CHF | 14.14 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,469,230 CHF | 6,473,730 CHF | 100.00% | 100.00% |
23/12/2024 | 0.07% | 13.87 CHF | 13.88 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,298,760 CHF | 6,303,260 CHF | 100.00% | 100.00% |
20/12/2024 | 0.07% | 14.05 CHF | 14.06 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,067,660 CHF | 6,072,160 CHF | 100.00% | 100.00% |
19/12/2024 | 0.07% | 13.73 CHF | 13.74 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,203,480 CHF | 6,207,980 CHF | 100.00% | 100.00% |
18/12/2024 | 0.07% | 14.69 CHF | 14.70 CHF | 450,000 | 450,000 | 449,637 | 449,637 | 6,596,250 CHF | 6,600,750 CHF | 99.64% | 99.64% |
17/12/2024 | 0.07% | 14.64 CHF | 14.65 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,615,640 CHF | 6,620,140 CHF | 100.00% | 100.00% |
16/12/2024 | 0.07% | 14.93 CHF | 14.94 CHF | 450,000 | 450,000 | 449,528 | 449,528 | 6,718,510 CHF | 6,723,010 CHF | 98.92% | 98.92% |
13/12/2024 | 0.07% | 14.99 CHF | 15.00 CHF | 450,000 | 450,000 | 449,169 | 449,169 | 6,766,350 CHF | 6,770,850 CHF | 98.57% | 98.57% |
12/12/2024 | 0.07% | 15.13 CHF | 15.14 CHF | 450,000 | 450,000 | 449,435 | 449,435 | 6,773,210 CHF | 6,777,710 CHF | 100.00% | 100.00% |