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 | 0.51% | 1.88 CHF | 1.89 CHF | 398,400 | 398,400 | 398,400 | 398,400 | 777,005 CHF | 780,989 CHF | 100.00% | 100.00% |
18/12/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 374,000 | 374,000 | 374,000 | 374,000 | 866,947 CHF | 870,687 CHF | 99.68% | 99.68% |
17/12/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 382,600 | 382,600 | 382,600 | 382,600 | 903,923 CHF | 907,749 CHF | 100.00% | 100.00% |
16/12/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 384,000 | 384,000 | 384,000 | 384,000 | 889,619 CHF | 893,459 CHF | 100.00% | 100.00% |
13/12/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 378,900 | 378,900 | 378,900 | 378,900 | 906,315 CHF | 910,104 CHF | 100.00% | 100.00% |
12/12/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 386,500 | 386,500 | 386,500 | 386,500 | 924,253 CHF | 928,118 CHF | 99.60% | 99.60% |
11/12/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 395,500 | 395,500 | 395,500 | 395,500 | 918,526 CHF | 922,481 CHF | 100.00% | 100.00% |
10/12/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 367,000 | 367,000 | 367,000 | 367,000 | 873,366 CHF | 877,036 CHF | 100.00% | 100.00% |
09/12/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 362,500 | 362,500 | 362,500 | 362,500 | 904,582 CHF | 908,207 CHF | 100.00% | 100.00% |
06/12/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 360,300 | 360,300 | 360,300 | 360,300 | 908,083 CHF | 911,686 CHF | 100.00% | 100.00% |