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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.11% | 18.38 CHF | 18.40 CHF | 116,000 | 116,000 | 116,000 | 116,000 | 2,204,540 CHF | 2,206,860 CHF | 99.69% | 99.69% |
20/12/2024 | 0.06% | 19.31 CHF | 19.32 CHF | 125,300 | 125,300 | 125,300 | 125,300 | 2,154,260 CHF | 2,155,510 CHF | 99.55% | 99.55% |
19/12/2024 | 0.05% | 17.99 CHF | 18.00 CHF | 125,500 | 125,500 | 125,500 | 125,500 | 2,288,180 CHF | 2,289,440 CHF | 100.00% | 100.00% |
18/12/2024 | 0.09% | 22.68 CHF | 22.70 CHF | 102,100 | 102,100 | 102,100 | 102,100 | 2,302,450 CHF | 2,304,490 CHF | 99.64% | 99.64% |
17/12/2024 | 0.09% | 22.40 CHF | 22.42 CHF | 97,600 | 97,600 | 97,600 | 97,600 | 2,203,770 CHF | 2,205,730 CHF | 100.00% | 100.00% |
16/12/2024 | 0.08% | 23.85 CHF | 23.87 CHF | 95,700 | 95,700 | 95,700 | 95,700 | 2,293,000 CHF | 2,294,920 CHF | 98.88% | 98.88% |
13/12/2024 | 0.08% | 24.14 CHF | 24.16 CHF | 94,300 | 94,300 | 94,287 | 94,287 | 2,308,480 CHF | 2,310,370 CHF | 98.49% | 98.49% |
12/12/2024 | 0.08% | 25.13 CHF | 25.15 CHF | 90,700 | 90,700 | 90,700 | 90,700 | 2,255,170 CHF | 2,256,980 CHF | 99.73% | 99.73% |
11/12/2024 | 0.09% | 25.38 CHF | 25.40 CHF | 89,200 | 89,200 | 89,200 | 89,200 | 2,270,820 CHF | 2,272,870 CHF | 99.91% | 99.91% |
10/12/2024 | 0.16% | 26.25 CHF | 26.30 CHF | 87,000 | 87,000 | 87,000 | 87,000 | 2,259,590 CHF | 2,263,310 CHF | 100.00% | 100.00% |