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 | 0.74% | 1.29 CHF | 1.30 CHF | 446,700 | 446,700 | 446,700 | 446,700 | 604,168 CHF | 608,634 CHF | 100.00% | 100.00% |
18/12/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 411,500 | 411,500 | 411,500 | 411,500 | 693,942 CHF | 698,057 CHF | 99.68% | 99.68% |
17/12/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 423,700 | 423,700 | 423,700 | 423,700 | 732,347 CHF | 736,584 CHF | 100.00% | 100.00% |
16/12/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 425,700 | 425,700 | 425,700 | 425,700 | 717,661 CHF | 721,918 CHF | 100.00% | 100.00% |
13/12/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 418,500 | 418,500 | 418,500 | 418,500 | 734,564 CHF | 738,749 CHF | 100.00% | 100.00% |
12/12/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 429,300 | 429,300 | 429,300 | 429,300 | 753,808 CHF | 758,102 CHF | 99.60% | 99.60% |
11/12/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 442,200 | 442,200 | 442,200 | 442,200 | 748,248 CHF | 752,670 CHF | 100.00% | 100.00% |
10/12/2024 | 0.57% | 1.69 CHF | 1.70 CHF | 401,200 | 401,200 | 401,200 | 401,200 | 700,362 CHF | 704,374 CHF | 100.00% | 100.00% |
09/12/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 394,900 | 394,900 | 394,900 | 394,900 | 731,822 CHF | 735,771 CHF | 100.00% | 100.00% |
06/12/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 391,700 | 391,700 | 391,700 | 391,700 | 735,017 CHF | 738,934 CHF | 100.00% | 100.00% |