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 | 0.38% | 2.65 CHF | 2.66 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 2,178,790 CHF | 729,015 CHF | 98.95% | 98.95% |
18/12/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 2,204,510 CHF | 737,587 CHF | 99.02% | 99.02% |
17/12/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 2,227,050 CHF | 745,101 CHF | 99.02% | 99.02% |
16/12/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 2,221,200 CHF | 743,149 CHF | 98.97% | 98.97% |
13/12/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 2,182,120 CHF | 730,125 CHF | 87.93% | 87.93% |
12/12/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 2,205,010 CHF | 737,753 CHF | 76.85% | 76.85% |
11/12/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 2,203,420 CHF | 737,223 CHF | 98.79% | 98.79% |
10/12/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 2,212,150 CHF | 740,135 CHF | 98.95% | 98.95% |
09/12/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 2,242,020 CHF | 750,089 CHF | 98.98% | 98.98% |
06/12/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 2,257,020 CHF | 755,091 CHF | 98.77% | 98.77% |