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 | 0.33% | 15.15 CHF | 15.20 CHF | 50,000 | 50,000 | 49,648 | 49,648 | 753,517 CHF | 756,001 CHF | 99.54% | 99.54% |
18/12/2024 | 0.31% | 16.10 CHF | 16.15 CHF | 50,000 | 50,000 | 49,533 | 49,530 | 796,420 CHF | 798,855 CHF | 100.00% | 100.00% |
17/12/2024 | 0.31% | 16.05 CHF | 16.10 CHF | 50,000 | 50,000 | 49,550 | 49,548 | 798,541 CHF | 801,001 CHF | 99.97% | 99.97% |
16/12/2024 | 0.31% | 16.35 CHF | 16.40 CHF | 50,000 | 50,000 | 49,644 | 49,644 | 811,268 CHF | 813,752 CHF | 97.62% | 97.62% |
13/12/2024 | 0.30% | 16.40 CHF | 16.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 823,461 CHF | 825,961 CHF | 98.38% | 98.38% |
12/12/2024 | 0.31% | 16.50 CHF | 16.55 CHF | 50,000 | 50,000 | 49,707 | 49,707 | 818,468 CHF | 820,955 CHF | 99.61% | 99.61% |
11/12/2024 | 0.30% | 16.50 CHF | 16.55 CHF | 50,000 | 50,000 | 49,633 | 49,633 | 820,643 CHF | 823,127 CHF | 99.78% | 99.78% |
10/12/2024 | 0.30% | 16.65 CHF | 16.70 CHF | 50,000 | 50,000 | 49,616 | 49,615 | 822,933 CHF | 825,401 CHF | 99.82% | 99.82% |
09/12/2024 | 0.30% | 16.65 CHF | 16.70 CHF | 50,000 | 50,000 | 49,570 | 49,570 | 832,380 CHF | 834,861 CHF | 99.93% | 99.93% |
06/12/2024 | 0.30% | 16.85 CHF | 16.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 845,544 CHF | 848,044 CHF | 98.82% | 98.82% |