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% | 15.09 CHF | 15.10 CHF | 160,000 | 160,000 | 159,638 | 159,638 | 2,435,470 CHF | 2,437,070 CHF | 99.74% | 99.74% |
18/12/2024 | 0.06% | 16.43 CHF | 16.44 CHF | 150,000 | 150,000 | 149,672 | 149,672 | 2,470,270 CHF | 2,471,760 CHF | 100.00% | 100.00% |
17/12/2024 | 0.06% | 16.55 CHF | 16.56 CHF | 160,000 | 160,000 | 159,630 | 159,630 | 2,644,520 CHF | 2,646,120 CHF | 99.62% | 99.62% |
16/12/2024 | 0.06% | 16.46 CHF | 16.47 CHF | 160,000 | 160,000 | 159,644 | 159,644 | 2,585,370 CHF | 2,586,970 CHF | 100.00% | 100.00% |
13/12/2024 | 0.06% | 15.85 CHF | 15.86 CHF | 160,000 | 160,000 | 159,645 | 159,645 | 2,562,930 CHF | 2,564,530 CHF | 100.00% | 100.00% |
12/12/2024 | 0.06% | 15.84 CHF | 15.85 CHF | 150,000 | 150,000 | 149,669 | 149,669 | 2,366,810 CHF | 2,368,310 CHF | 100.00% | 100.00% |
11/12/2024 | 0.07% | 15.78 CHF | 15.79 CHF | 160,000 | 160,000 | 159,643 | 159,643 | 2,452,780 CHF | 2,454,380 CHF | 100.00% | 100.00% |
10/12/2024 | 0.07% | 15.32 CHF | 15.33 CHF | 160,000 | 160,000 | 159,645 | 159,645 | 2,442,070 CHF | 2,443,670 CHF | 100.00% | 100.00% |
09/12/2024 | 0.07% | 15.18 CHF | 15.19 CHF | 160,000 | 160,000 | 159,649 | 159,649 | 2,468,680 CHF | 2,470,280 CHF | 100.00% | 100.00% |
06/12/2024 | 0.07% | 15.40 CHF | 15.41 CHF | 160,000 | 160,000 | 159,599 | 159,599 | 2,432,350 CHF | 2,433,950 CHF | 99.85% | 99.85% |