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% | 13.93 CHF | 13.94 CHF | 40,000 | 40,000 | 39,910 | 39,910 | 562,142 CHF | 562,541 CHF | 99.75% | 99.75% |
18/12/2024 | 0.07% | 15.23 CHF | 15.24 CHF | 40,000 | 40,000 | 39,911 | 39,911 | 609,918 CHF | 610,318 CHF | 100.00% | 100.00% |
17/12/2024 | 0.07% | 15.31 CHF | 15.32 CHF | 40,000 | 40,000 | 39,908 | 39,908 | 609,955 CHF | 610,354 CHF | 99.62% | 99.62% |
16/12/2024 | 0.07% | 15.17 CHF | 15.18 CHF | 40,000 | 40,000 | 39,912 | 39,912 | 594,920 CHF | 595,319 CHF | 100.00% | 100.00% |
13/12/2024 | 0.07% | 14.54 CHF | 14.55 CHF | 40,000 | 40,000 | 39,912 | 39,912 | 587,735 CHF | 588,135 CHF | 100.00% | 100.00% |
12/12/2024 | 0.07% | 14.51 CHF | 14.52 CHF | 40,000 | 40,000 | 39,912 | 39,912 | 578,879 CHF | 579,279 CHF | 100.00% | 100.00% |
11/12/2024 | 0.07% | 14.47 CHF | 14.48 CHF | 40,000 | 40,000 | 39,911 | 39,911 | 561,091 CHF | 561,491 CHF | 100.00% | 100.00% |
10/12/2024 | 0.07% | 14.01 CHF | 14.02 CHF | 40,000 | 40,000 | 39,912 | 39,912 | 558,570 CHF | 558,970 CHF | 100.00% | 100.00% |
09/12/2024 | 0.07% | 13.88 CHF | 13.89 CHF | 40,000 | 40,000 | 39,910 | 39,910 | 565,105 CHF | 565,504 CHF | 100.00% | 100.00% |
06/12/2024 | 0.07% | 14.09 CHF | 14.10 CHF | 40,000 | 40,000 | 39,900 | 39,900 | 557,122 CHF | 557,521 CHF | 99.85% | 99.85% |