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 | 0.44% | 2.30 CHF | 2.31 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,892,050 CHF | 633,432 CHF | 98.94% | 98.94% |
18/12/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,915,420 CHF | 641,223 CHF | 99.02% | 99.02% |
17/12/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,937,020 CHF | 648,423 CHF | 99.03% | 99.03% |
16/12/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,932,500 CHF | 646,917 CHF | 98.97% | 98.97% |
13/12/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,893,200 CHF | 633,816 CHF | 87.93% | 87.93% |
12/12/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,917,960 CHF | 642,069 CHF | 76.85% | 76.85% |
11/12/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,917,950 CHF | 642,065 CHF | 98.80% | 98.80% |
10/12/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,925,710 CHF | 644,652 CHF | 98.94% | 98.94% |
09/12/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,955,380 CHF | 654,544 CHF | 98.99% | 98.99% |
06/12/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,970,550 CHF | 659,599 CHF | 98.77% | 98.77% |