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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.22% | 4.43 CHF | 4.44 CHF | 680,000 | 680,000 | 679,657 | 679,657 | 3,080,260 CHF | 3,087,060 CHF | 99.75% | 99.75% |
27/12/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 720,000 | 720,000 | 719,870 | 719,870 | 3,290,200 CHF | 3,297,400 CHF | 96.55% | 96.55% |
23/12/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 680,000 | 680,000 | 680,000 | 680,000 | 3,074,120 CHF | 3,080,920 CHF | 100.00% | 100.00% |
20/12/2024 | 0.35% | 4.63 CHF | 4.64 CHF | 680,000 | 680,000 | 597,300 | 597,300 | 2,652,650 CHF | 2,658,990 CHF | 99.30% | 99.30% |
19/12/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 650,000 | 650,000 | 610,336 | 610,336 | 2,949,730 CHF | 2,955,840 CHF | 98.76% | 98.76% |
18/12/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 660,000 | 660,000 | 660,000 | 660,000 | 3,435,910 CHF | 3,442,510 CHF | 100.00% | 100.00% |
17/12/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 650,000 | 650,000 | 650,000 | 650,000 | 3,412,100 CHF | 3,418,600 CHF | 99.37% | 99.37% |
16/12/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 650,000 | 650,000 | 649,999 | 649,999 | 3,443,830 CHF | 3,450,330 CHF | 99.42% | 99.42% |
13/12/2024 | 0.18% | 5.35 CHF | 5.36 CHF | 650,000 | 650,000 | 650,000 | 650,000 | 3,559,100 CHF | 3,565,600 CHF | 100.00% | 100.00% |
12/12/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 650,000 | 650,000 | 648,697 | 648,697 | 3,486,860 CHF | 3,493,360 CHF | 98.68% | 98.68% |