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 | 0.59% | 1.67 CHF | 1.68 CHF | 1,761,200 | 1,761,200 | 1,761,200 | 1,761,200 | 2,968,790 CHF | 2,986,400 CHF | 100.00% | 100.00% |
18/12/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 1,526,800 | 1,526,800 | 1,526,800 | 1,526,800 | 3,002,260 CHF | 3,017,530 CHF | 99.64% | 99.64% |
17/12/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 1,478,700 | 1,478,700 | 1,478,700 | 1,478,700 | 2,912,250 CHF | 2,927,040 CHF | 100.00% | 100.00% |
16/12/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 1,458,300 | 1,458,300 | 1,458,300 | 1,458,300 | 2,999,480 CHF | 3,014,060 CHF | 98.88% | 98.88% |
13/12/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 1,443,200 | 1,443,200 | 1,442,390 | 1,442,390 | 3,015,620 CHF | 3,030,050 CHF | 98.53% | 98.53% |
12/12/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 1,403,600 | 1,403,600 | 1,403,600 | 1,403,600 | 2,962,980 CHF | 2,977,010 CHF | 100.00% | 100.00% |
11/12/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 1,386,800 | 1,386,800 | 1,386,800 | 1,386,800 | 2,976,290 CHF | 2,990,150 CHF | 100.00% | 100.00% |
10/12/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 1,362,800 | 1,362,800 | 1,362,800 | 1,362,800 | 2,967,630 CHF | 2,981,260 CHF | 100.00% | 100.00% |
09/12/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 1,325,300 | 1,325,300 | 1,325,300 | 1,325,300 | 2,991,200 CHF | 3,004,450 CHF | 100.00% | 100.00% |
06/12/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 1,306,000 | 1,306,000 | 1,306,000 | 1,306,000 | 3,000,570 CHF | 3,013,630 CHF | 100.00% | 100.00% |