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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.80% | 82.44 CHF | 83.10 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 203,197 CHF | 204,829 CHF | 99.94% | 99.94% |
19/12/2024 | 0.80% | 82.09 CHF | 82.75 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 206,932 CHF | 208,594 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 84.68 CHF | 85.36 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 211,903 CHF | 213,605 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 84.77 CHF | 85.45 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 212,196 CHF | 213,900 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 85.03 CHF | 85.71 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 212,124 CHF | 213,827 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 85.08 CHF | 85.76 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 214,026 CHF | 215,745 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 85.53 CHF | 86.22 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 214,625 CHF | 216,349 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 85.26 CHF | 85.95 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 213,017 CHF | 214,728 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 84.93 CHF | 85.61 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 211,980 CHF | 213,683 CHF | 99.01% | 99.01% |
09/12/2024 | 0.80% | 84.81 CHF | 85.49 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 212,360 CHF | 214,065 CHF | 100.00% | 100.00% |