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 | 0.06% | 16.52 CHF | 16.53 CHF | 160,000 | 160,000 | 159,640 | 159,640 | 2,664,500 CHF | 2,666,090 CHF | 99.72% | 99.72% |
18/12/2024 | 0.06% | 17.86 CHF | 17.87 CHF | 150,000 | 150,000 | 149,667 | 149,667 | 2,683,950 CHF | 2,685,450 CHF | 100.00% | 100.00% |
17/12/2024 | 0.06% | 17.98 CHF | 17.99 CHF | 160,000 | 160,000 | 159,638 | 159,638 | 2,873,340 CHF | 2,874,930 CHF | 99.62% | 99.62% |
16/12/2024 | 0.06% | 17.89 CHF | 17.90 CHF | 160,000 | 160,000 | 159,647 | 159,647 | 2,813,080 CHF | 2,814,680 CHF | 100.00% | 100.00% |
13/12/2024 | 0.06% | 17.28 CHF | 17.29 CHF | 160,000 | 160,000 | 159,647 | 159,647 | 2,790,950 CHF | 2,792,550 CHF | 100.00% | 100.00% |
12/12/2024 | 0.06% | 17.26 CHF | 17.27 CHF | 150,000 | 150,000 | 149,671 | 149,671 | 2,579,100 CHF | 2,580,600 CHF | 100.00% | 100.00% |
11/12/2024 | 0.06% | 17.19 CHF | 17.20 CHF | 160,000 | 160,000 | 159,646 | 159,646 | 2,678,110 CHF | 2,679,710 CHF | 100.00% | 100.00% |
10/12/2024 | 0.06% | 16.73 CHF | 16.74 CHF | 160,000 | 160,000 | 159,648 | 159,648 | 2,666,520 CHF | 2,668,120 CHF | 100.00% | 100.00% |
09/12/2024 | 0.06% | 16.58 CHF | 16.59 CHF | 160,000 | 160,000 | 159,642 | 159,642 | 2,692,540 CHF | 2,694,140 CHF | 100.00% | 100.00% |
06/12/2024 | 0.06% | 16.80 CHF | 16.81 CHF | 150,000 | 150,000 | 149,624 | 149,624 | 2,489,990 CHF | 2,491,480 CHF | 99.85% | 99.85% |