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 | 1.33% | 0.73 CHF | 0.74 CHF | 2,117,100 | 2,117,100 | 2,117,100 | 2,117,100 | 1,584,920 CHF | 1,606,090 CHF | 100.00% | 100.00% |
18/12/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 1,497,000 | 1,497,000 | 1,497,000 | 1,497,000 | 1,589,460 CHF | 1,604,430 CHF | 99.64% | 99.64% |
17/12/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 1,393,200 | 1,393,200 | 1,393,200 | 1,393,200 | 1,480,900 CHF | 1,494,830 CHF | 100.00% | 100.00% |
16/12/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 1,350,300 | 1,350,300 | 1,350,300 | 1,350,300 | 1,574,440 CHF | 1,587,940 CHF | 98.88% | 98.88% |
13/12/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 1,319,300 | 1,319,300 | 1,319,100 | 1,319,100 | 1,588,730 CHF | 1,601,920 CHF | 98.52% | 98.52% |
12/12/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 1,239,700 | 1,239,700 | 1,239,700 | 1,239,700 | 1,534,550 CHF | 1,546,950 CHF | 100.00% | 100.00% |
11/12/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 1,207,100 | 1,207,100 | 1,207,100 | 1,207,100 | 1,552,770 CHF | 1,564,840 CHF | 100.00% | 100.00% |
10/12/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 1,160,700 | 1,160,700 | 1,160,700 | 1,160,700 | 1,544,120 CHF | 1,555,730 CHF | 100.00% | 100.00% |
09/12/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 1,089,400 | 1,089,400 | 1,089,400 | 1,089,400 | 1,562,140 CHF | 1,573,030 CHF | 100.00% | 100.00% |
06/12/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 1,054,500 | 1,054,500 | 1,054,500 | 1,054,500 | 1,570,300 CHF | 1,580,850 CHF | 100.00% | 100.00% |