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% | 13.65 CHF | 13.66 CHF | 160,000 | 160,000 | 159,640 | 159,640 | 2,206,550 CHF | 2,208,140 CHF | 99.73% | 99.73% |
18/12/2024 | 0.07% | 15.00 CHF | 15.01 CHF | 160,000 | 160,000 | 159,645 | 159,645 | 2,406,830 CHF | 2,408,430 CHF | 100.00% | 100.00% |
17/12/2024 | 0.07% | 15.12 CHF | 15.13 CHF | 160,000 | 160,000 | 159,624 | 159,624 | 2,415,800 CHF | 2,417,390 CHF | 99.63% | 99.63% |
16/12/2024 | 0.07% | 15.04 CHF | 15.05 CHF | 160,000 | 160,000 | 159,649 | 159,649 | 2,357,780 CHF | 2,359,370 CHF | 100.00% | 100.00% |
13/12/2024 | 0.07% | 14.42 CHF | 14.43 CHF | 160,000 | 160,000 | 159,649 | 159,649 | 2,335,070 CHF | 2,336,670 CHF | 100.00% | 100.00% |
12/12/2024 | 0.07% | 14.42 CHF | 14.43 CHF | 160,000 | 160,000 | 159,650 | 159,650 | 2,298,170 CHF | 2,299,770 CHF | 100.00% | 100.00% |
11/12/2024 | 0.07% | 14.37 CHF | 14.38 CHF | 160,000 | 160,000 | 159,649 | 159,649 | 2,227,640 CHF | 2,229,240 CHF | 100.00% | 100.00% |
10/12/2024 | 0.07% | 13.91 CHF | 13.92 CHF | 160,000 | 160,000 | 159,650 | 159,650 | 2,217,720 CHF | 2,219,320 CHF | 100.00% | 100.00% |
09/12/2024 | 0.07% | 13.78 CHF | 13.79 CHF | 160,000 | 160,000 | 159,647 | 159,647 | 2,244,650 CHF | 2,246,250 CHF | 100.00% | 100.00% |
06/12/2024 | 0.07% | 14.00 CHF | 14.01 CHF | 160,000 | 160,000 | 159,600 | 159,600 | 2,208,770 CHF | 2,210,370 CHF | 99.85% | 99.85% |