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 | 1.50% | 32.74 CHF | 33.23 CHF | 9,154 | 8,275 | 9,508 | 9,211 | 316,547 CHF | 311,335 CHF | 100.00% | 100.00% |
18/12/2024 | 1.50% | 34.79 CHF | 35.32 CHF | 9,315 | 8,777 | 9,646 | 9,124 | 337,335 CHF | 323,953 CHF | 100.00% | 100.00% |
17/12/2024 | 1.50% | 35.53 CHF | 36.07 CHF | 7,737 | 8,240 | 8,696 | 9,564 | 315,013 CHF | 351,771 CHF | 100.00% | 100.00% |
16/12/2024 | 1.50% | 35.71 CHF | 36.25 CHF | 7,964 | 6,849 | 9,459 | 6,994 | 335,428 CHF | 251,790 CHF | 100.00% | 100.00% |
13/12/2024 | 1.50% | 35.48 CHF | 36.02 CHF | 8,783 | 8,784 | 9,709 | 9,400 | 346,639 CHF | 340,652 CHF | 100.00% | 100.00% |
12/12/2024 | 1.50% | 36.34 CHF | 36.89 CHF | 8,121 | 8,573 | 8,362 | 8,959 | 301,698 CHF | 328,155 CHF | 100.00% | 100.00% |
11/12/2024 | 1.50% | 35.07 CHF | 35.60 CHF | 9,011 | 7,581 | 9,257 | 8,574 | 314,837 CHF | 295,767 CHF | 100.00% | 100.00% |
10/12/2024 | 1.50% | 31.72 CHF | 32.20 CHF | 5,769 | 9,541 | 7,367 | 9,814 | 245,372 CHF | 331,609 CHF | 100.00% | 100.00% |
09/12/2024 | 1.50% | 34.91 CHF | 35.44 CHF | 7,377 | 6,911 | 8,916 | 7,307 | 316,066 CHF | 262,997 CHF | 100.00% | 100.00% |
06/12/2024 | 1.50% | 36.41 CHF | 36.96 CHF | 7,156 | 8,072 | 8,602 | 8,533 | 308,257 CHF | 310,449 CHF | 100.00% | 100.00% |