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 | 9.94% | 0.10 CHF | 0.11 CHF | 1,555,500 | 1,555,500 | 1,544,200 | 1,544,200 | 147,706 CHF | 163,148 CHF | 100.00% | 100.00% |
18/12/2024 | 11.30% | 0.09 CHF | 0.10 CHF | 1,566,300 | 1,566,300 | 1,566,300 | 1,566,300 | 130,850 CHF | 146,513 CHF | 100.00% | 100.00% |
17/12/2024 | 11.76% | 0.08 CHF | 0.09 CHF | 1,619,100 | 1,619,100 | 1,619,100 | 1,619,100 | 129,528 CHF | 145,719 CHF | 100.00% | 100.00% |
16/12/2024 | 11.96% | 0.08 CHF | 0.09 CHF | 1,653,300 | 1,653,300 | 1,633,240 | 1,633,240 | 128,600 CHF | 144,933 CHF | 100.00% | 100.00% |
13/12/2024 | 12.39% | 0.08 CHF | 0.09 CHF | 1,694,000 | 1,694,000 | 1,619,180 | 1,619,180 | 122,670 CHF | 138,862 CHF | 100.00% | 100.00% |
12/12/2024 | 12.24% | 0.08 CHF | 0.09 CHF | 1,510,500 | 1,510,500 | 1,571,280 | 1,571,280 | 120,727 CHF | 136,440 CHF | 100.00% | 100.00% |
11/12/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1,548,600 | 1,548,600 | 1,548,600 | 1,548,600 | 123,832 CHF | 139,318 CHF | 100.00% | 100.00% |
10/12/2024 | 11.79% | 0.08 CHF | 0.09 CHF | 1,722,100 | 1,722,100 | 1,719,130 | 1,719,130 | 137,274 CHF | 154,466 CHF | 100.00% | 100.00% |
09/12/2024 | 12.55% | 0.08 CHF | 0.09 CHF | 1,652,200 | 1,652,200 | 1,652,200 | 1,652,200 | 123,458 CHF | 139,980 CHF | 100.00% | 100.00% |
06/12/2024 | 12.88% | 0.08 CHF | 0.09 CHF | 1,686,600 | 1,686,600 | 1,686,600 | 1,686,600 | 122,612 CHF | 139,478 CHF | 100.00% | 100.00% |