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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,364,570 CHF | 457,608 CHF | 98.58% | 98.58% |
20/12/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,336,230 CHF | 448,160 CHF | 98.35% | 98.35% |
19/12/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,333,710 CHF | 447,319 CHF | 98.94% | 98.94% |
18/12/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,355,830 CHF | 454,693 CHF | 99.02% | 99.02% |
17/12/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,375,960 CHF | 461,403 CHF | 99.01% | 99.01% |
16/12/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,374,090 CHF | 460,780 CHF | 98.97% | 98.97% |
13/12/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,334,090 CHF | 447,447 CHF | 87.93% | 87.93% |
12/12/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,362,690 CHF | 456,979 CHF | 76.85% | 76.85% |
11/12/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,364,090 CHF | 457,446 CHF | 98.79% | 98.79% |
10/12/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,372,710 CHF | 460,319 CHF | 98.95% | 98.95% |