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 | 0.90% | 16.55 CHF | 16.70 CHF | 2,080 | 2,080 | 2,053 | 2,053 | 34,458 CHF | 34,766 CHF | 93.31% | 93.31% |
18/12/2024 | 0.76% | 19.35 CHF | 19.50 CHF | 1,930 | 1,930 | 1,911 | 1,911 | 37,708 CHF | 37,995 CHF | 100.00% | 100.00% |
17/12/2024 | 0.74% | 20.25 CHF | 20.40 CHF | 1,880 | 1,880 | 1,859 | 1,859 | 38,208 CHF | 38,487 CHF | 100.00% | 100.00% |
16/12/2024 | 0.71% | 20.90 CHF | 21.05 CHF | 1,840 | 1,840 | 1,812 | 1,812 | 38,506 CHF | 38,778 CHF | 98.78% | 98.78% |
13/12/2024 | 0.70% | 21.20 CHF | 21.35 CHF | 1,810 | 1,810 | 1,779 | 1,779 | 38,459 CHF | 38,726 CHF | 100.00% | 100.00% |
12/12/2024 | 0.70% | 21.60 CHF | 21.75 CHF | 1,850 | 1,850 | 1,831 | 1,831 | 39,219 CHF | 39,494 CHF | 100.00% | 100.00% |
11/12/2024 | 0.72% | 20.85 CHF | 21.00 CHF | 1,890 | 1,890 | 1,871 | 1,871 | 39,095 CHF | 39,376 CHF | 100.00% | 100.00% |
10/12/2024 | 0.97% | 20.40 CHF | 20.60 CHF | 1,770 | 1,770 | 1,744 | 1,744 | 36,244 CHF | 36,594 CHF | 100.00% | 100.00% |
09/12/2024 | 0.89% | 22.00 CHF | 22.20 CHF | 1,720 | 1,720 | 1,695 | 1,695 | 38,425 CHF | 38,764 CHF | 100.00% | 100.00% |
06/12/2024 | 0.88% | 22.40 CHF | 22.60 CHF | 1,690 | 1,690 | 1,668 | 1,668 | 38,232 CHF | 38,566 CHF | 100.00% | 100.00% |