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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.06% | 15.99 CHF | 16.00 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 721,317 CHF | 721,767 CHF | 100.00% | 100.00% |
20/12/2024 | 0.07% | 16.00 CHF | 16.01 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 685,489 CHF | 685,939 CHF | 100.00% | 100.00% |
19/12/2024 | 0.06% | 15.70 CHF | 15.71 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 709,503 CHF | 709,953 CHF | 99.78% | 99.78% |
18/12/2024 | 0.06% | 16.99 CHF | 17.00 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 765,359 CHF | 765,809 CHF | 99.57% | 99.57% |
17/12/2024 | 0.06% | 16.99 CHF | 17.00 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 765,209 CHF | 765,659 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 17.13 CHF | 17.14 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 764,403 CHF | 764,853 CHF | 100.00% | 100.00% |
13/12/2024 | 0.06% | 16.78 CHF | 16.79 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 767,832 CHF | 768,282 CHF | 99.80% | 99.80% |
12/12/2024 | 0.06% | 17.05 CHF | 17.06 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 764,980 CHF | 765,430 CHF | 99.58% | 99.58% |
11/12/2024 | 0.06% | 16.96 CHF | 16.97 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 752,832 CHF | 753,282 CHF | 100.00% | 100.00% |
10/12/2024 | 0.06% | 16.76 CHF | 16.77 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 752,571 CHF | 753,021 CHF | 100.00% | 100.00% |