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 | 0.51% | 1.98 CHF | 1.99 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,622,890 CHF | 543,714 CHF | 98.95% | 98.95% |
18/12/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,646,240 CHF | 551,498 CHF | 99.02% | 99.02% |
17/12/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,668,190 CHF | 558,814 CHF | 99.01% | 99.01% |
16/12/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,664,620 CHF | 557,624 CHF | 98.97% | 98.97% |
13/12/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,624,630 CHF | 544,293 CHF | 87.93% | 87.93% |
12/12/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,651,490 CHF | 553,245 CHF | 76.86% | 76.86% |
11/12/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,651,410 CHF | 553,220 CHF | 98.80% | 98.80% |
10/12/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,660,620 CHF | 556,291 CHF | 98.94% | 98.94% |
09/12/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,689,230 CHF | 565,828 CHF | 98.99% | 98.99% |
06/12/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,704,580 CHF | 570,944 CHF | 98.77% | 98.77% |