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 | 0.74% | 87.09 CHF | 87.74 CHF | 2,296 | 2,279 | 2,290 | 2,273 | 199,961 CHF | 199,961 CHF | 99.94% | 99.94% |
20/12/2024 | 0.74% | 87.64 CHF | 88.30 CHF | 2,282 | 2,265 | 2,297 | 2,279 | 199,957 CHF | 199,952 CHF | 99.89% | 99.89% |
19/12/2024 | 0.75% | 87.83 CHF | 88.50 CHF | 2,277 | 2,259 | 2,275 | 2,257 | 199,958 CHF | 199,951 CHF | 99.90% | 99.90% |
18/12/2024 | 0.75% | 89.18 CHF | 89.85 CHF | 2,242 | 2,225 | 2,239 | 2,222 | 199,959 CHF | 199,955 CHF | 99.88% | 99.88% |
17/12/2024 | 0.75% | 89.53 CHF | 90.20 CHF | 2,233 | 2,217 | 2,216 | 2,199 | 199,956 CHF | 199,954 CHF | 99.92% | 99.92% |
16/12/2024 | 0.75% | 90.90 CHF | 91.59 CHF | 2,200 | 2,183 | 2,212 | 2,195 | 199,962 CHF | 199,954 CHF | 99.94% | 99.94% |
13/12/2024 | 0.76% | 91.02 CHF | 91.71 CHF | 2,197 | 2,180 | 2,201 | 2,185 | 199,952 CHF | 199,950 CHF | 99.95% | 99.95% |
12/12/2024 | 0.76% | 90.62 CHF | 91.31 CHF | 2,207 | 2,190 | 2,205 | 2,189 | 199,956 CHF | 199,951 CHF | 99.95% | 99.95% |
11/12/2024 | 0.74% | 90.18 CHF | 90.85 CHF | 2,217 | 2,201 | 2,224 | 2,207 | 199,953 CHF | 199,953 CHF | 99.94% | 99.94% |
10/12/2024 | 0.75% | 90.08 CHF | 90.75 CHF | 2,220 | 2,203 | 2,236 | 2,219 | 199,955 CHF | 199,954 CHF | 99.89% | 99.89% |