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 | 0.33% | 15.10 CHF | 15.15 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 454,256 CHF | 455,743 CHF | 100.00% | 100.00% |
27/12/2024 | 0.32% | 15.40 CHF | 15.45 CHF | 30,000 | 30,000 | 29,720 | 29,718 | 464,761 CHF | 466,220 CHF | 100.00% | 100.00% |
23/12/2024 | 0.33% | 15.10 CHF | 15.15 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 453,043 CHF | 454,531 CHF | 100.00% | 100.00% |
20/12/2024 | 0.34% | 15.30 CHF | 15.35 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 437,655 CHF | 439,137 CHF | 100.00% | 100.00% |
19/12/2024 | 0.34% | 14.95 CHF | 15.00 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 446,225 CHF | 447,712 CHF | 99.79% | 99.79% |
18/12/2024 | 0.32% | 15.95 CHF | 16.00 CHF | 30,000 | 30,000 | 29,720 | 29,718 | 472,944 CHF | 474,404 CHF | 100.00% | 100.00% |
17/12/2024 | 0.32% | 15.90 CHF | 15.95 CHF | 30,000 | 30,000 | 29,720 | 29,719 | 474,134 CHF | 475,611 CHF | 100.00% | 100.00% |
16/12/2024 | 0.31% | 16.15 CHF | 16.20 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 480,659 CHF | 482,146 CHF | 99.14% | 99.14% |
13/12/2024 | 0.31% | 16.20 CHF | 16.25 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 484,552 CHF | 486,029 CHF | 100.00% | 100.00% |
12/12/2024 | 0.31% | 16.35 CHF | 16.40 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 484,461 CHF | 485,921 CHF | 100.00% | 100.00% |