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 | 0.26% | 19.35 CHF | 19.40 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 481,654 CHF | 482,894 CHF | 99.76% | 99.76% |
18/12/2024 | 0.24% | 20.80 CHF | 20.85 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 515,440 CHF | 516,645 CHF | 100.00% | 100.00% |
17/12/2024 | 0.24% | 20.80 CHF | 20.85 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 515,392 CHF | 516,624 CHF | 100.00% | 100.00% |
16/12/2024 | 0.24% | 20.95 CHF | 21.00 CHF | 25,000 | 25,000 | 24,764 | 24,764 | 515,397 CHF | 516,636 CHF | 99.14% | 99.14% |
13/12/2024 | 0.24% | 20.65 CHF | 20.70 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 518,077 CHF | 519,317 CHF | 100.00% | 100.00% |
12/12/2024 | 0.24% | 20.85 CHF | 20.90 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 515,330 CHF | 516,538 CHF | 100.00% | 100.00% |
11/12/2024 | 0.25% | 20.80 CHF | 20.85 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 508,680 CHF | 509,920 CHF | 100.00% | 100.00% |
10/12/2024 | 0.25% | 20.55 CHF | 20.60 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 508,190 CHF | 509,391 CHF | 100.00% | 100.00% |
09/12/2024 | 0.24% | 20.45 CHF | 20.50 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 513,203 CHF | 514,442 CHF | 100.00% | 100.00% |
06/12/2024 | 0.24% | 20.75 CHF | 20.80 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 511,994 CHF | 513,234 CHF | 100.00% | 100.00% |