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 | 0.20% | 25.45 CHF | 25.50 CHF | 30,000 | 30,000 | 29,789 | 29,789 | 761,972 CHF | 763,462 CHF | 99.49% | 99.49% |
18/12/2024 | 0.19% | 26.90 CHF | 26.95 CHF | 30,000 | 30,000 | 29,720 | 29,718 | 800,051 CHF | 801,493 CHF | 100.00% | 100.00% |
17/12/2024 | 0.19% | 26.90 CHF | 26.95 CHF | 30,000 | 30,000 | 29,730 | 29,729 | 800,773 CHF | 802,243 CHF | 99.97% | 99.97% |
16/12/2024 | 0.19% | 27.05 CHF | 27.10 CHF | 30,000 | 30,000 | 29,789 | 29,789 | 801,593 CHF | 803,084 CHF | 98.88% | 98.88% |
13/12/2024 | 0.18% | 26.75 CHF | 26.80 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 810,475 CHF | 811,975 CHF | 98.38% | 98.38% |
12/12/2024 | 0.19% | 26.95 CHF | 27.00 CHF | 30,000 | 30,000 | 29,824 | 29,824 | 801,213 CHF | 802,705 CHF | 99.61% | 99.61% |
11/12/2024 | 0.19% | 26.80 CHF | 26.85 CHF | 30,000 | 30,000 | 29,780 | 29,780 | 791,337 CHF | 792,827 CHF | 99.78% | 99.78% |
10/12/2024 | 0.19% | 26.60 CHF | 26.65 CHF | 30,000 | 30,000 | 29,769 | 29,769 | 789,591 CHF | 791,069 CHF | 99.82% | 99.82% |
09/12/2024 | 0.19% | 26.45 CHF | 26.50 CHF | 30,000 | 30,000 | 29,742 | 29,742 | 794,618 CHF | 796,107 CHF | 99.92% | 99.92% |
06/12/2024 | 0.19% | 26.75 CHF | 26.80 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 799,673 CHF | 801,173 CHF | 98.82% | 98.82% |