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 | 0.47% | 63.40 CHF | 63.70 CHF | 1,900 | 1,900 | 1,886 | 1,886 | 121,019 CHF | 121,585 CHF | 100.00% | 100.00% |
18/12/2024 | 0.43% | 74.10 CHF | 74.40 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 128,462 CHF | 129,010 CHF | 100.00% | 100.00% |
17/12/2024 | 0.51% | 77.50 CHF | 77.90 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 133,575 CHF | 134,255 CHF | 100.00% | 100.00% |
16/12/2024 | 0.49% | 79.80 CHF | 80.20 CHF | 1,700 | 1,700 | 1,678 | 1,678 | 136,308 CHF | 136,979 CHF | 100.00% | 100.00% |
13/12/2024 | 0.48% | 81.00 CHF | 81.40 CHF | 1,700 | 1,700 | 1,621 | 1,621 | 133,888 CHF | 134,536 CHF | 100.00% | 100.00% |
12/12/2024 | 0.49% | 82.40 CHF | 82.80 CHF | 1,600 | 1,600 | 1,668 | 1,668 | 136,595 CHF | 137,262 CHF | 100.00% | 100.00% |
11/12/2024 | 0.50% | 79.70 CHF | 80.10 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 135,775 CHF | 136,455 CHF | 100.00% | 100.00% |
10/12/2024 | 0.50% | 78.20 CHF | 78.60 CHF | 1,600 | 1,600 | 1,597 | 1,597 | 127,036 CHF | 127,674 CHF | 100.00% | 100.00% |
09/12/2024 | 0.46% | 84.10 CHF | 84.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 130,239 CHF | 130,839 CHF | 100.00% | 100.00% |
06/12/2024 | 0.45% | 85.90 CHF | 86.30 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 131,606 CHF | 132,206 CHF | 100.00% | 100.00% |