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 | 1.23% | 8.00 CHF | 8.10 CHF | 3,290 | 3,290 | 3,257 | 3,257 | 26,516 CHF | 26,842 CHF | 93.31% | 93.31% |
18/12/2024 | 1.00% | 9.77 CHF | 9.87 CHF | 3,030 | 3,030 | 2,992 | 2,992 | 29,949 CHF | 30,249 CHF | 100.00% | 100.00% |
17/12/2024 | 0.96% | 10.35 CHF | 10.45 CHF | 2,920 | 2,920 | 2,890 | 2,890 | 30,434 CHF | 30,723 CHF | 100.00% | 100.00% |
16/12/2024 | 0.92% | 10.75 CHF | 10.85 CHF | 2,850 | 2,850 | 2,806 | 2,806 | 30,812 CHF | 31,093 CHF | 98.77% | 98.77% |
13/12/2024 | 0.90% | 10.95 CHF | 11.05 CHF | 2,780 | 2,780 | 2,740 | 2,740 | 30,755 CHF | 31,029 CHF | 100.00% | 100.00% |
12/12/2024 | 0.91% | 11.20 CHF | 11.30 CHF | 2,870 | 2,870 | 2,851 | 2,851 | 31,644 CHF | 31,930 CHF | 100.00% | 100.00% |
11/12/2024 | 0.93% | 10.75 CHF | 10.85 CHF | 2,960 | 2,960 | 2,930 | 2,930 | 31,511 CHF | 31,805 CHF | 100.00% | 100.00% |
10/12/2024 | 0.94% | 10.50 CHF | 10.60 CHF | 2,700 | 2,700 | 2,665 | 2,665 | 28,587 CHF | 28,854 CHF | 100.00% | 100.00% |
09/12/2024 | 0.84% | 11.50 CHF | 11.60 CHF | 2,620 | 2,620 | 2,582 | 2,582 | 30,901 CHF | 31,160 CHF | 100.00% | 100.00% |
06/12/2024 | 0.83% | 11.80 CHF | 11.90 CHF | 2,560 | 2,560 | 2,529 | 2,529 | 30,685 CHF | 30,938 CHF | 100.00% | 100.00% |