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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 1.01% | 978.50 CHF | 988.00 CHF | 100 | 100 | 100 | 100 | 98,078 CHF | 99,069 CHF | 98.07% | 98.07% |
20/12/2024 | 1.01% | 975.00 CHF | 984.50 CHF | 100 | 100 | 100 | 100 | 96,695 CHF | 97,673 CHF | 98.96% | 98.96% |
19/12/2024 | 1.01% | 971.50 CHF | 981.50 CHF | 20 | 20 | 20 | 20 | 19,429 CHF | 19,626 CHF | 100.00% | 100.00% |
18/12/2024 | 1.00% | 991.00 CHF | 1,001.00 CHF | 100 | 100 | 100 | 100 | 98,714 CHF | 99,710 CHF | 100.00% | 100.00% |
17/12/2024 | 1.00% | 988.50 CHF | 998.50 CHF | 100 | 100 | 100 | 100 | 99,039 CHF | 100,035 CHF | 100.00% | 100.00% |
16/12/2024 | 1.01% | 995.50 CHF | 1,006.00 CHF | 100 | 100 | 98 | 98 | 97,854 CHF | 98,843 CHF | 85.82% | 85.82% |
13/12/2024 | 1.01% | 998.00 CHF | 1,008.00 CHF | 100 | 100 | 100 | 100 | 100,190 CHF | 101,203 CHF | 100.00% | 100.00% |
12/12/2024 | 1.01% | 1,006.00 CHF | 1,016.00 CHF | 100 | 100 | 100 | 100 | 100,949 CHF | 101,970 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 1,009.00 CHF | 1,020.00 CHF | 100 | 100 | 100 | 100 | 100,814 CHF | 101,829 CHF | 99.99% | 99.99% |
10/12/2024 | 1.01% | 1,008.00 CHF | 1,018.00 CHF | 100 | 100 | 100 | 100 | 101,374 CHF | 102,405 CHF | 100.00% | 100.00% |