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 | 0.18% | 54.50 CHF | 54.60 CHF | 55,200 | 55,200 | 55,179 | 55,179 | 3,142,940 CHF | 3,148,460 CHF | 99.74% | 99.74% |
27/12/2024 | 0.16% | 57.10 CHF | 57.20 CHF | 51,400 | 51,400 | 51,400 | 51,400 | 3,193,720 CHF | 3,198,860 CHF | 100.00% | 100.00% |
23/12/2024 | 0.17% | 58.10 CHF | 58.20 CHF | 57,000 | 57,000 | 57,000 | 57,000 | 3,307,510 CHF | 3,313,210 CHF | 100.00% | 100.00% |
20/12/2024 | 0.14% | 58.10 CHF | 58.20 CHF | 59,400 | 59,400 | 59,400 | 59,400 | 3,038,630 CHF | 3,042,810 CHF | 100.00% | 100.00% |
19/12/2024 | 0.17% | 55.70 CHF | 55.80 CHF | 57,900 | 57,900 | 57,900 | 57,900 | 3,312,410 CHF | 3,318,200 CHF | 99.75% | 99.75% |
18/12/2024 | 0.14% | 70.70 CHF | 70.80 CHF | 47,100 | 47,100 | 47,100 | 47,100 | 3,362,990 CHF | 3,367,700 CHF | 100.00% | 100.00% |
17/12/2024 | 0.14% | 71.70 CHF | 71.80 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 3,307,020 CHF | 3,311,620 CHF | 99.62% | 99.62% |
16/12/2024 | 0.15% | 71.30 CHF | 71.40 CHF | 49,200 | 49,200 | 49,200 | 49,200 | 3,374,930 CHF | 3,379,850 CHF | 100.00% | 100.00% |
13/12/2024 | 0.15% | 65.00 CHF | 65.10 CHF | 51,100 | 51,100 | 51,100 | 51,100 | 3,427,010 CHF | 3,432,120 CHF | 100.00% | 100.00% |
12/12/2024 | 0.15% | 65.40 CHF | 65.50 CHF | 49,300 | 49,300 | 49,300 | 49,300 | 3,213,420 CHF | 3,218,350 CHF | 100.00% | 100.00% |