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 | 2.66% | 0.35 CHF | 0.36 CHF | 1,296,100 | 1,296,100 | 1,296,100 | 1,296,100 | 481,388 CHF | 494,349 CHF | 100.00% | 100.00% |
18/12/2024 | 2.03% | 0.47 CHF | 0.48 CHF | 1,171,200 | 1,171,200 | 1,171,200 | 1,171,200 | 572,202 CHF | 583,914 CHF | 99.68% | 99.68% |
17/12/2024 | 1.97% | 0.52 CHF | 0.53 CHF | 1,213,600 | 1,213,600 | 1,213,600 | 1,213,600 | 611,638 CHF | 623,774 CHF | 100.00% | 100.00% |
16/12/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 1,220,600 | 1,220,600 | 1,220,600 | 1,220,600 | 596,321 CHF | 608,527 CHF | 100.00% | 100.00% |
13/12/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 1,195,400 | 1,195,400 | 1,195,400 | 1,195,400 | 613,559 CHF | 625,513 CHF | 100.00% | 100.00% |
12/12/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 1,233,000 | 1,233,000 | 1,233,000 | 1,233,000 | 633,910 CHF | 646,240 CHF | 99.61% | 99.61% |
11/12/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 1,278,200 | 1,278,200 | 1,278,200 | 1,278,200 | 628,453 CHF | 641,235 CHF | 100.00% | 100.00% |
10/12/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 1,133,500 | 1,133,500 | 1,133,500 | 1,133,500 | 578,823 CHF | 590,158 CHF | 100.00% | 100.00% |
09/12/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 1,111,800 | 1,111,800 | 1,111,800 | 1,111,800 | 611,420 CHF | 622,538 CHF | 100.00% | 100.00% |
06/12/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 1,100,800 | 1,100,800 | 1,100,800 | 1,100,800 | 614,657 CHF | 625,665 CHF | 100.00% | 100.00% |