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 | 0.36% | 13.90 CHF | 13.95 CHF | 35,000 | 35,000 | 34,673 | 34,670 | 486,969 CHF | 488,669 CHF | 100.00% | 100.00% |
27/12/2024 | 0.35% | 14.15 CHF | 14.20 CHF | 35,000 | 35,000 | 34,673 | 34,670 | 499,318 CHF | 501,018 CHF | 100.00% | 100.00% |
23/12/2024 | 0.36% | 13.90 CHF | 13.95 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 485,866 CHF | 487,601 CHF | 100.00% | 100.00% |
20/12/2024 | 0.37% | 14.05 CHF | 14.10 CHF | 35,000 | 35,000 | 34,672 | 34,671 | 468,150 CHF | 469,870 CHF | 100.00% | 100.00% |
19/12/2024 | 0.37% | 13.75 CHF | 13.80 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 477,917 CHF | 479,652 CHF | 99.78% | 99.78% |
18/12/2024 | 0.34% | 14.70 CHF | 14.75 CHF | 35,000 | 35,000 | 34,673 | 34,670 | 509,332 CHF | 511,029 CHF | 100.00% | 100.00% |
17/12/2024 | 0.34% | 14.65 CHF | 14.70 CHF | 35,000 | 35,000 | 34,673 | 34,670 | 510,479 CHF | 512,172 CHF | 100.00% | 100.00% |
16/12/2024 | 0.34% | 14.95 CHF | 15.00 CHF | 35,000 | 35,000 | 34,669 | 34,669 | 518,500 CHF | 520,235 CHF | 99.14% | 99.14% |
13/12/2024 | 0.33% | 15.00 CHF | 15.05 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 523,050 CHF | 524,785 CHF | 100.00% | 100.00% |
12/12/2024 | 0.33% | 15.15 CHF | 15.20 CHF | 35,000 | 35,000 | 34,673 | 34,670 | 522,960 CHF | 524,663 CHF | 100.00% | 100.00% |