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 | 0.80% | 1.26 CHF | 1.27 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,033,390 CHF | 347,215 CHF | 98.95% | 98.95% |
18/12/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,052,170 CHF | 353,472 CHF | 99.02% | 99.02% |
17/12/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,071,570 CHF | 359,939 CHF | 99.02% | 99.02% |
16/12/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,070,880 CHF | 359,709 CHF | 98.97% | 98.97% |
13/12/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,030,550 CHF | 346,265 CHF | 87.93% | 87.93% |
12/12/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,060,460 CHF | 356,237 CHF | 76.85% | 76.85% |
11/12/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,062,800 CHF | 357,018 CHF | 98.78% | 98.78% |
10/12/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,073,700 CHF | 360,648 CHF | 98.95% | 98.95% |
09/12/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,100,830 CHF | 369,694 CHF | 99.00% | 99.00% |
06/12/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 825,000 | 275,000 | 825,000 | 275,000 | 1,115,670 CHF | 374,640 CHF | 98.77% | 98.77% |