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 | 0.29% | 29.94 CHF | 30.03 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 457,099 CHF | 458,449 CHF | 100.00% | 100.00% |
18/12/2024 | 0.30% | 32.75 CHF | 32.85 CHF | 15,000 | 15,000 | 14,967 | 14,967 | 495,281 CHF | 496,779 CHF | 100.00% | 100.00% |
17/12/2024 | 0.30% | 33.82 CHF | 33.92 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 500,960 CHF | 502,460 CHF | 100.00% | 100.00% |
16/12/2024 | 0.30% | 33.37 CHF | 33.47 CHF | 15,000 | 15,000 | 14,963 | 14,963 | 494,849 CHF | 496,346 CHF | 100.00% | 100.00% |
13/12/2024 | 0.30% | 33.25 CHF | 33.35 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 504,189 CHF | 505,689 CHF | 100.00% | 100.00% |
12/12/2024 | 0.30% | 33.62 CHF | 33.72 CHF | 15,000 | 15,000 | 14,967 | 14,967 | 502,936 CHF | 504,433 CHF | 100.00% | 100.00% |
11/12/2024 | 0.30% | 33.22 CHF | 33.32 CHF | 15,000 | 15,000 | 14,965 | 14,965 | 495,099 CHF | 496,596 CHF | 100.00% | 100.00% |
10/12/2024 | 0.30% | 33.02 CHF | 33.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 502,021 CHF | 503,521 CHF | 100.00% | 100.00% |
09/12/2024 | 0.29% | 34.06 CHF | 34.16 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 513,897 CHF | 515,397 CHF | 100.00% | 100.00% |
06/12/2024 | 0.29% | 34.42 CHF | 34.52 CHF | 15,000 | 15,000 | 14,934 | 14,934 | 514,271 CHF | 515,766 CHF | 100.00% | 100.00% |