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 | 0.79% | 88.18 CHF | 88.88 CHF | 800 | 800 | 800 | 800 | 70,365 CHF | 70,923 CHF | 100.00% | 100.00% |
20/12/2024 | 0.79% | 87.65 CHF | 88.35 CHF | 800 | 800 | 800 | 800 | 69,463 CHF | 70,013 CHF | 100.00% | 100.00% |
19/12/2024 | 0.79% | 86.78 CHF | 87.47 CHF | 800 | 800 | 800 | 800 | 69,641 CHF | 70,194 CHF | 100.00% | 100.00% |
18/12/2024 | 0.79% | 88.40 CHF | 89.10 CHF | 800 | 800 | 800 | 800 | 70,629 CHF | 71,190 CHF | 100.00% | 100.00% |
17/12/2024 | 0.79% | 88.31 CHF | 89.01 CHF | 800 | 800 | 796 | 800 | 69,561 CHF | 70,490 CHF | 97.90% | 97.90% |
16/12/2024 | 0.79% | 87.60 CHF | 88.29 CHF | 800 | 800 | 800 | 800 | 69,953 CHF | 70,507 CHF | 100.00% | 100.00% |
13/12/2024 | 0.79% | 87.60 CHF | 88.29 CHF | 800 | 800 | 646 | 800 | 56,587 CHF | 70,657 CHF | 100.00% | 100.00% |
12/12/2024 | 0.79% | 88.04 CHF | 88.74 CHF | 800 | 800 | 800 | 800 | 70,413 CHF | 70,971 CHF | 99.98% | 99.98% |
11/12/2024 | 0.79% | 87.68 CHF | 88.37 CHF | 800 | 800 | 800 | 800 | 70,609 CHF | 71,169 CHF | 99.96% | 99.96% |
10/12/2024 | 0.79% | 88.40 CHF | 89.10 CHF | 800 | 800 | 800 | 800 | 70,818 CHF | 71,380 CHF | 100.00% | 100.00% |