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 | 0.36% | 13.80 CHF | 13.85 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 279,720 CHF | 280,711 CHF | 100.00% | 100.00% |
18/12/2024 | 0.35% | 14.75 CHF | 14.80 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 285,635 CHF | 286,625 CHF | 100.00% | 100.00% |
17/12/2024 | 0.36% | 13.60 CHF | 13.65 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 278,034 CHF | 279,025 CHF | 100.00% | 100.00% |
16/12/2024 | 0.34% | 14.70 CHF | 14.75 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 291,046 CHF | 292,036 CHF | 98.40% | 98.40% |
13/12/2024 | 0.35% | 14.65 CHF | 14.70 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 289,283 CHF | 290,274 CHF | 100.00% | 100.00% |
12/12/2024 | 0.36% | 13.35 CHF | 13.40 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 279,637 CHF | 280,627 CHF | 100.00% | 100.00% |
11/12/2024 | 0.37% | 13.75 CHF | 13.80 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 268,836 CHF | 269,828 CHF | 100.00% | 100.00% |
10/12/2024 | 0.40% | 13.35 CHF | 13.40 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 252,580 CHF | 253,571 CHF | 100.00% | 100.00% |
09/12/2024 | 0.39% | 13.10 CHF | 13.15 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 252,971 CHF | 253,960 CHF | 100.00% | 100.00% |
06/12/2024 | 0.41% | 12.00 CHF | 12.05 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 243,591 CHF | 244,583 CHF | 100.00% | 100.00% |