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 | 0.09% | 11.52 CHF | 11.53 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,211,050 CHF | 5,215,550 CHF | 99.93% | 99.93% |
18/12/2024 | 0.08% | 12.50 CHF | 12.51 CHF | 450,000 | 450,000 | 449,648 | 449,648 | 5,608,600 CHF | 5,613,100 CHF | 99.64% | 99.64% |
17/12/2024 | 0.08% | 12.45 CHF | 12.46 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,624,410 CHF | 5,628,910 CHF | 100.00% | 100.00% |
16/12/2024 | 0.08% | 12.74 CHF | 12.75 CHF | 450,000 | 450,000 | 449,521 | 449,521 | 5,732,770 CHF | 5,737,270 CHF | 98.92% | 98.92% |
13/12/2024 | 0.08% | 12.80 CHF | 12.81 CHF | 450,000 | 450,000 | 449,213 | 449,213 | 5,781,700 CHF | 5,786,200 CHF | 98.57% | 98.57% |
12/12/2024 | 0.08% | 12.95 CHF | 12.96 CHF | 450,000 | 450,000 | 449,442 | 449,442 | 5,794,120 CHF | 5,798,620 CHF | 100.00% | 100.00% |
11/12/2024 | 0.08% | 12.96 CHF | 12.97 CHF | 450,000 | 450,000 | 448,559 | 448,559 | 5,819,020 CHF | 5,823,520 CHF | 100.00% | 100.00% |
10/12/2024 | 0.08% | 13.12 CHF | 13.13 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,869,580 CHF | 5,874,080 CHF | 100.00% | 100.00% |
09/12/2024 | 0.08% | 13.12 CHF | 13.13 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,969,010 CHF | 5,973,510 CHF | 100.00% | 100.00% |
06/12/2024 | 0.07% | 13.34 CHF | 13.35 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,017,540 CHF | 6,022,040 CHF | 100.00% | 100.00% |