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 | 1.00% | 84.14 CHF | 84.99 CHF | 5,741 | 5,800 | 5,828 | 5,978 | 498,516 CHF | 516,559 CHF | 99.85% | 99.85% |
18/12/2024 | 1.00% | 86.97 CHF | 87.84 CHF | 5,700 | 5,550 | 5,972 | 5,791 | 522,706 CHF | 511,917 CHF | 100.00% | 100.00% |
17/12/2024 | 1.00% | 89.74 CHF | 90.64 CHF | 4,950 | 4,535 | 5,704 | 4,761 | 513,614 CHF | 432,970 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 89.23 CHF | 90.13 CHF | 4,618 | 5,890 | 4,811 | 5,991 | 421,212 CHF | 529,815 CHF | 99.99% | 99.99% |
13/12/2024 | 1.00% | 83.84 CHF | 84.68 CHF | 6,000 | 5,741 | 6,000 | 5,776 | 504,602 CHF | 490,626 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 85.35 CHF | 86.21 CHF | 4,672 | 5,900 | 5,088 | 5,999 | 427,482 CHF | 509,251 CHF | 99.97% | 99.97% |
11/12/2024 | 1.00% | 83.36 CHF | 84.20 CHF | 5,650 | 6,000 | 5,961 | 6,000 | 487,250 CHF | 495,439 CHF | 99.99% | 99.99% |
10/12/2024 | 1.00% | 79.35 CHF | 80.15 CHF | 6,000 | 5,362 | 6,000 | 5,621 | 483,292 CHF | 457,315 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 80.72 CHF | 81.53 CHF | 5,704 | 5,475 | 5,882 | 5,768 | 478,967 CHF | 474,387 CHF | 100.00% | 100.00% |
06/12/2024 | 1.00% | 81.98 CHF | 82.80 CHF | 5,965 | 5,100 | 5,965 | 5,645 | 484,174 CHF | 462,685 CHF | 99.97% | 99.97% |