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 | 0.20% | 14.60 CHF | 14.63 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,253,200 CHF | 2,257,700 CHF | 100.00% | 100.00% |
18/12/2024 | 0.21% | 18.50 CHF | 18.54 CHF | 125,000 | 125,000 | 124,736 | 124,736 | 2,334,920 CHF | 2,339,920 CHF | 100.00% | 100.00% |
17/12/2024 | 0.21% | 18.77 CHF | 18.81 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 2,356,200 CHF | 2,361,200 CHF | 100.00% | 100.00% |
16/12/2024 | 0.22% | 18.66 CHF | 18.70 CHF | 125,000 | 125,000 | 124,694 | 124,694 | 2,239,520 CHF | 2,244,510 CHF | 100.00% | 100.00% |
13/12/2024 | 0.23% | 17.05 CHF | 17.09 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,642,520 CHF | 2,648,520 CHF | 100.00% | 100.00% |
12/12/2024 | 0.23% | 17.12 CHF | 17.16 CHF | 125,000 | 125,000 | 124,717 | 124,717 | 2,130,590 CHF | 2,135,590 CHF | 99.80% | 99.80% |
11/12/2024 | 0.19% | 17.13 CHF | 17.16 CHF | 150,000 | 150,000 | 149,654 | 149,654 | 2,415,220 CHF | 2,419,710 CHF | 100.00% | 100.00% |
10/12/2024 | 0.19% | 16.09 CHF | 16.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,413,090 CHF | 2,417,590 CHF | 100.00% | 100.00% |
09/12/2024 | 0.24% | 15.87 CHF | 15.91 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,488,800 CHF | 2,494,800 CHF | 100.00% | 100.00% |
06/12/2024 | 0.19% | 16.47 CHF | 16.50 CHF | 150,000 | 150,000 | 149,522 | 149,522 | 2,405,390 CHF | 2,409,890 CHF | 99.78% | 99.78% |