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 | 1.03% | 0.93 CHF | 0.94 CHF | 796,800 | 796,800 | 796,800 | 796,800 | 773,108 CHF | 781,076 CHF | 100.00% | 100.00% |
18/12/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 747,900 | 747,900 | 747,900 | 747,900 | 863,093 CHF | 870,572 CHF | 99.68% | 99.68% |
17/12/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 765,100 | 765,100 | 765,100 | 765,100 | 900,379 CHF | 908,030 CHF | 100.00% | 100.00% |
16/12/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 767,900 | 767,900 | 767,900 | 767,900 | 885,619 CHF | 893,298 CHF | 100.00% | 100.00% |
13/12/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 757,800 | 757,800 | 757,800 | 757,800 | 902,930 CHF | 910,508 CHF | 100.00% | 100.00% |
12/12/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 773,000 | 773,000 | 773,000 | 773,000 | 920,935 CHF | 928,665 CHF | 99.60% | 99.60% |
11/12/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 791,000 | 791,000 | 791,000 | 791,000 | 915,088 CHF | 922,998 CHF | 100.00% | 100.00% |
10/12/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 734,000 | 734,000 | 734,000 | 734,000 | 869,716 CHF | 877,056 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 725,000 | 725,000 | 725,000 | 725,000 | 901,053 CHF | 908,303 CHF | 100.00% | 100.00% |
06/12/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 720,500 | 720,500 | 720,500 | 720,500 | 904,258 CHF | 911,463 CHF | 100.00% | 100.00% |