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 | 0.32% | 15.75 CHF | 15.80 CHF | 50,000 | 50,000 | 49,648 | 49,648 | 784,343 CHF | 786,827 CHF | 99.53% | 99.53% |
18/12/2024 | 0.30% | 16.70 CHF | 16.75 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 826,960 CHF | 829,385 CHF | 100.00% | 100.00% |
17/12/2024 | 0.30% | 16.65 CHF | 16.70 CHF | 50,000 | 50,000 | 49,550 | 49,549 | 829,122 CHF | 831,589 CHF | 99.96% | 99.96% |
16/12/2024 | 0.30% | 16.95 CHF | 17.00 CHF | 50,000 | 50,000 | 49,648 | 49,648 | 841,881 CHF | 844,365 CHF | 98.88% | 98.88% |
13/12/2024 | 0.29% | 17.00 CHF | 17.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 854,472 CHF | 856,972 CHF | 98.38% | 98.38% |
12/12/2024 | 0.30% | 17.15 CHF | 17.20 CHF | 50,000 | 50,000 | 49,532 | 49,529 | 845,822 CHF | 848,250 CHF | 100.00% | 100.00% |
11/12/2024 | 0.29% | 17.15 CHF | 17.20 CHF | 50,000 | 50,000 | 49,633 | 49,633 | 850,797 CHF | 853,281 CHF | 99.77% | 99.77% |
10/12/2024 | 0.29% | 17.30 CHF | 17.35 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 851,515 CHF | 853,931 CHF | 100.00% | 100.00% |
09/12/2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50,000 | 50,000 | 49,570 | 49,570 | 862,493 CHF | 864,974 CHF | 99.92% | 99.92% |
06/12/2024 | 0.29% | 17.45 CHF | 17.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 875,858 CHF | 878,358 CHF | 98.81% | 98.81% |