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 | 0.29% | 17.00 CHF | 17.05 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 680,031 CHF | 682,015 CHF | 100.00% | 100.00% |
27/12/2024 | 0.29% | 17.25 CHF | 17.30 CHF | 40,000 | 40,000 | 39,626 | 39,624 | 693,686 CHF | 695,630 CHF | 100.00% | 100.00% |
23/12/2024 | 0.29% | 17.00 CHF | 17.05 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 677,754 CHF | 679,737 CHF | 100.00% | 100.00% |
20/12/2024 | 0.30% | 17.15 CHF | 17.20 CHF | 40,000 | 40,000 | 39,625 | 39,623 | 657,048 CHF | 659,006 CHF | 100.00% | 100.00% |
19/12/2024 | 0.30% | 16.85 CHF | 16.90 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 668,626 CHF | 670,609 CHF | 99.79% | 99.79% |
18/12/2024 | 0.28% | 17.80 CHF | 17.85 CHF | 40,000 | 40,000 | 39,626 | 39,624 | 704,019 CHF | 705,963 CHF | 100.00% | 100.00% |
17/12/2024 | 0.28% | 17.75 CHF | 17.80 CHF | 40,000 | 40,000 | 39,626 | 39,625 | 705,736 CHF | 707,704 CHF | 100.00% | 100.00% |
16/12/2024 | 0.28% | 18.00 CHF | 18.05 CHF | 40,000 | 40,000 | 39,622 | 39,622 | 714,118 CHF | 716,101 CHF | 99.13% | 99.13% |
13/12/2024 | 0.28% | 18.05 CHF | 18.10 CHF | 40,000 | 40,000 | 39,625 | 39,624 | 719,348 CHF | 721,313 CHF | 100.00% | 100.00% |
12/12/2024 | 0.28% | 18.20 CHF | 18.25 CHF | 40,000 | 40,000 | 39,625 | 39,625 | 718,606 CHF | 720,589 CHF | 100.00% | 100.00% |