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 | 0.32% | 15.75 CHF | 15.80 CHF | 30,000 | 30,000 | 29,720 | 29,717 | 472,930 CHF | 474,376 CHF | 100.00% | 100.00% |
27/12/2024 | 0.31% | 16.00 CHF | 16.05 CHF | 30,000 | 30,000 | 29,720 | 29,717 | 483,228 CHF | 484,676 CHF | 100.00% | 100.00% |
23/12/2024 | 0.32% | 15.75 CHF | 15.80 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 471,595 CHF | 473,082 CHF | 100.00% | 100.00% |
20/12/2024 | 0.33% | 15.90 CHF | 15.95 CHF | 30,000 | 30,000 | 29,718 | 29,717 | 456,197 CHF | 457,670 CHF | 100.00% | 100.00% |
19/12/2024 | 0.32% | 15.60 CHF | 15.65 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 464,694 CHF | 466,182 CHF | 99.78% | 99.78% |
18/12/2024 | 0.31% | 16.55 CHF | 16.60 CHF | 30,000 | 30,000 | 29,720 | 29,717 | 491,445 CHF | 492,890 CHF | 100.00% | 100.00% |
17/12/2024 | 0.30% | 16.50 CHF | 16.55 CHF | 30,000 | 30,000 | 29,720 | 29,717 | 492,550 CHF | 494,000 CHF | 100.00% | 100.00% |
16/12/2024 | 0.30% | 16.80 CHF | 16.85 CHF | 30,000 | 30,000 | 29,715 | 29,715 | 499,227 CHF | 500,714 CHF | 99.14% | 99.14% |
13/12/2024 | 0.30% | 16.85 CHF | 16.90 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 503,033 CHF | 504,520 CHF | 100.00% | 100.00% |
12/12/2024 | 0.30% | 16.95 CHF | 17.00 CHF | 30,000 | 30,000 | 29,719 | 29,717 | 502,836 CHF | 504,289 CHF | 100.00% | 100.00% |