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 | 0.66% | 1.48 CHF | 1.49 CHF | 1,058,600 | 1,058,600 | 1,058,600 | 1,058,600 | 1,595,310 CHF | 1,605,890 CHF | 100.00% | 100.00% |
18/12/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 748,500 | 748,500 | 748,500 | 748,500 | 1,596,930 CHF | 1,604,410 CHF | 99.64% | 99.64% |
17/12/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 696,600 | 696,600 | 696,600 | 696,600 | 1,487,970 CHF | 1,494,940 CHF | 100.00% | 100.00% |
16/12/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 675,200 | 675,200 | 675,199 | 675,199 | 1,581,590 CHF | 1,588,340 CHF | 98.88% | 98.88% |
13/12/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 659,700 | 659,700 | 659,601 | 659,601 | 1,595,180 CHF | 1,601,780 CHF | 98.52% | 98.52% |
12/12/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 619,900 | 619,900 | 619,900 | 619,900 | 1,540,830 CHF | 1,547,030 CHF | 100.00% | 100.00% |
11/12/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 603,600 | 603,600 | 603,600 | 603,600 | 1,558,860 CHF | 1,564,900 CHF | 100.00% | 100.00% |
10/12/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 580,400 | 580,400 | 580,400 | 580,400 | 1,549,850 CHF | 1,555,650 CHF | 100.00% | 100.00% |
09/12/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 544,700 | 544,700 | 544,700 | 544,700 | 1,567,700 CHF | 1,573,150 CHF | 100.00% | 100.00% |
06/12/2024 | 0.33% | 2.96 CHF | 2.97 CHF | 527,300 | 527,300 | 527,300 | 527,300 | 1,575,290 CHF | 1,580,570 CHF | 100.00% | 100.00% |