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 | 0.30% | 17.00 CHF | 17.05 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 421,886 CHF | 423,126 CHF | 99.78% | 99.78% |
18/12/2024 | 0.28% | 17.95 CHF | 18.00 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 444,052 CHF | 445,265 CHF | 100.00% | 100.00% |
17/12/2024 | 0.28% | 17.90 CHF | 17.95 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 445,072 CHF | 446,302 CHF | 100.00% | 100.00% |
16/12/2024 | 0.28% | 18.20 CHF | 18.25 CHF | 25,000 | 25,000 | 24,749 | 24,749 | 450,178 CHF | 451,417 CHF | 93.11% | 93.11% |
13/12/2024 | 0.28% | 18.25 CHF | 18.30 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 453,627 CHF | 454,856 CHF | 100.00% | 100.00% |
12/12/2024 | 0.28% | 18.35 CHF | 18.40 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 453,169 CHF | 454,382 CHF | 100.00% | 100.00% |
11/12/2024 | 0.27% | 18.35 CHF | 18.40 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 454,724 CHF | 455,963 CHF | 100.00% | 100.00% |
10/12/2024 | 0.27% | 18.50 CHF | 18.55 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 455,697 CHF | 456,905 CHF | 100.00% | 100.00% |
09/12/2024 | 0.27% | 18.45 CHF | 18.50 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 460,932 CHF | 462,172 CHF | 100.00% | 100.00% |
06/12/2024 | 0.27% | 18.70 CHF | 18.75 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 463,778 CHF | 465,018 CHF | 100.00% | 100.00% |