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% | 12.22 CHF | 12.23 CHF | 160,000 | 160,000 | 159,646 | 159,646 | 1,977,680 CHF | 1,979,270 CHF | 99.74% | 99.74% |
18/12/2024 | 0.07% | 13.58 CHF | 13.59 CHF | 160,000 | 160,000 | 159,643 | 159,643 | 2,178,760 CHF | 2,180,360 CHF | 100.00% | 100.00% |
17/12/2024 | 0.07% | 13.69 CHF | 13.70 CHF | 160,000 | 160,000 | 159,634 | 159,634 | 2,187,270 CHF | 2,188,870 CHF | 99.63% | 99.63% |
16/12/2024 | 0.08% | 13.61 CHF | 13.62 CHF | 160,000 | 160,000 | 159,644 | 159,644 | 2,130,060 CHF | 2,131,660 CHF | 100.00% | 100.00% |
13/12/2024 | 0.08% | 12.99 CHF | 13.00 CHF | 160,000 | 160,000 | 159,645 | 159,645 | 2,107,050 CHF | 2,108,650 CHF | 100.00% | 100.00% |
12/12/2024 | 0.08% | 13.00 CHF | 13.01 CHF | 160,000 | 160,000 | 159,647 | 159,647 | 2,071,750 CHF | 2,073,350 CHF | 100.00% | 100.00% |
11/12/2024 | 0.08% | 12.96 CHF | 12.97 CHF | 160,000 | 160,000 | 159,643 | 159,643 | 2,002,330 CHF | 2,003,930 CHF | 100.00% | 100.00% |
10/12/2024 | 0.08% | 12.50 CHF | 12.51 CHF | 160,000 | 160,000 | 159,645 | 159,645 | 1,993,350 CHF | 1,994,950 CHF | 100.00% | 100.00% |
09/12/2024 | 0.08% | 12.38 CHF | 12.39 CHF | 160,000 | 160,000 | 159,645 | 159,645 | 2,020,660 CHF | 2,022,260 CHF | 100.00% | 100.00% |
06/12/2024 | 0.08% | 12.60 CHF | 12.61 CHF | 160,000 | 160,000 | 159,599 | 159,599 | 1,985,210 CHF | 1,986,810 CHF | 99.85% | 99.85% |