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 | 3.48% | 0.26 CHF | 0.26 CHF | 2,233,500 | 2,233,500 | 2,233,500 | 2,233,500 | 588,346 CHF | 609,227 CHF | 100.00% | 100.00% |
18/12/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 2,057,400 | 2,057,400 | 2,057,400 | 2,057,400 | 676,061 CHF | 696,635 CHF | 99.68% | 99.68% |
17/12/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 2,118,400 | 2,118,400 | 2,118,400 | 2,118,400 | 714,655 CHF | 735,839 CHF | 100.00% | 100.00% |
16/12/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 2,128,300 | 2,128,300 | 2,128,300 | 2,128,300 | 703,739 CHF | 725,022 CHF | 100.00% | 100.00% |
13/12/2024 | 2.87% | 0.33 CHF | 0.34 CHF | 2,092,300 | 2,092,300 | 2,092,300 | 2,092,300 | 717,678 CHF | 738,600 CHF | 100.00% | 100.00% |
12/12/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 2,146,100 | 2,146,100 | 2,146,100 | 2,146,100 | 737,224 CHF | 758,686 CHF | 99.61% | 99.61% |
11/12/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 2,210,600 | 2,210,600 | 2,210,600 | 2,210,600 | 729,978 CHF | 752,084 CHF | 100.00% | 100.00% |
10/12/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 2,005,800 | 2,005,800 | 2,005,800 | 2,005,800 | 683,623 CHF | 703,681 CHF | 100.00% | 100.00% |
09/12/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 1,974,400 | 1,974,400 | 1,974,400 | 1,974,400 | 716,904 CHF | 736,648 CHF | 100.00% | 100.00% |
06/12/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 1,958,300 | 1,958,300 | 1,958,300 | 1,958,300 | 721,199 CHF | 740,782 CHF | 100.00% | 100.00% |