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 | 0.16% | 29.90 CHF | 29.95 CHF | 160,400 | 160,400 | 160,400 | 160,400 | 4,882,340 CHF | 4,890,360 CHF | 99.75% | 99.75% |
18/12/2024 | 0.14% | 34.75 CHF | 34.80 CHF | 142,300 | 142,300 | 142,300 | 142,300 | 4,980,050 CHF | 4,987,170 CHF | 100.00% | 100.00% |
17/12/2024 | 0.14% | 35.10 CHF | 35.15 CHF | 140,400 | 140,400 | 140,400 | 140,400 | 4,940,290 CHF | 4,947,310 CHF | 99.62% | 99.62% |
16/12/2024 | 0.15% | 34.95 CHF | 35.00 CHF | 146,300 | 146,300 | 146,300 | 146,300 | 4,978,250 CHF | 4,985,560 CHF | 100.00% | 100.00% |
13/12/2024 | 0.15% | 32.85 CHF | 32.90 CHF | 149,600 | 149,600 | 149,600 | 149,600 | 5,016,170 CHF | 5,023,650 CHF | 100.00% | 100.00% |
12/12/2024 | 0.15% | 32.90 CHF | 32.95 CHF | 146,500 | 146,500 | 146,500 | 146,500 | 4,807,380 CHF | 4,814,700 CHF | 100.00% | 100.00% |
11/12/2024 | 0.16% | 32.80 CHF | 32.85 CHF | 154,400 | 154,400 | 154,400 | 154,400 | 4,857,580 CHF | 4,865,300 CHF | 100.00% | 100.00% |
10/12/2024 | 0.16% | 31.35 CHF | 31.40 CHF | 152,700 | 152,700 | 152,700 | 152,700 | 4,785,860 CHF | 4,793,500 CHF | 100.00% | 100.00% |
09/12/2024 | 0.16% | 31.00 CHF | 31.05 CHF | 148,700 | 148,700 | 148,700 | 148,700 | 4,752,280 CHF | 4,759,710 CHF | 100.00% | 100.00% |
06/12/2024 | 0.16% | 31.80 CHF | 31.85 CHF | 152,800 | 152,800 | 152,800 | 152,800 | 4,775,180 CHF | 4,782,820 CHF | 100.00% | 100.00% |