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 | 0.80% | 77.93 CHF | 78.56 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 195,491 CHF | 197,061 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 79.19 CHF | 79.83 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 198,486 CHF | 200,080 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 79.46 CHF | 80.10 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 198,407 CHF | 200,000 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 79.39 CHF | 80.03 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 198,050 CHF | 199,641 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 79.65 CHF | 80.29 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 199,669 CHF | 201,273 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 79.76 CHF | 80.40 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 199,519 CHF | 201,122 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 79.84 CHF | 80.48 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 199,150 CHF | 200,749 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 79.59 CHF | 80.22 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 199,288 CHF | 200,888 CHF | 99.02% | 99.02% |
09/12/2024 | 0.80% | 79.92 CHF | 80.56 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 200,143 CHF | 201,751 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 80.01 CHF | 80.65 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 199,932 CHF | 201,538 CHF | 100.00% | 100.00% |