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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.27% | 18.25 CHF | 18.30 CHF | 25,000 | 25,000 | 24,766 | 24,763 | 455,882 CHF | 457,075 CHF | 100.00% | 100.00% |
27/12/2024 | 0.27% | 18.50 CHF | 18.55 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 464,313 CHF | 465,511 CHF | 100.00% | 100.00% |
23/12/2024 | 0.28% | 18.20 CHF | 18.25 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 454,157 CHF | 455,359 CHF | 100.00% | 100.00% |
20/12/2024 | 0.28% | 18.35 CHF | 18.40 CHF | 25,000 | 25,000 | 24,766 | 24,763 | 441,127 CHF | 442,320 CHF | 100.00% | 100.00% |
19/12/2024 | 0.28% | 18.05 CHF | 18.10 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 448,383 CHF | 449,623 CHF | 99.78% | 99.78% |
18/12/2024 | 0.27% | 19.00 CHF | 19.05 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 470,392 CHF | 471,589 CHF | 100.00% | 100.00% |
17/12/2024 | 0.27% | 18.95 CHF | 19.00 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 471,478 CHF | 472,671 CHF | 100.00% | 100.00% |
16/12/2024 | 0.26% | 19.25 CHF | 19.30 CHF | 25,000 | 25,000 | 24,764 | 24,762 | 476,781 CHF | 477,979 CHF | 99.13% | 99.13% |
13/12/2024 | 0.26% | 19.30 CHF | 19.35 CHF | 25,000 | 25,000 | 24,764 | 24,764 | 479,952 CHF | 481,192 CHF | 100.00% | 100.00% |
12/12/2024 | 0.26% | 19.40 CHF | 19.45 CHF | 25,000 | 25,000 | 24,766 | 24,764 | 479,354 CHF | 480,555 CHF | 100.00% | 100.00% |