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 | 0.50% | 99.57 CHF | 100.07 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 99,499 CHF | 99,999 CHF | 35.75% | 35.75% |
27/12/2024 | 0.50% | 99.67 CHF | 100.17 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 99,475 CHF | 99,975 CHF | 98.41% | 98.41% |
23/12/2024 | 0.50% | 99.02 CHF | 99.52 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 98,944 CHF | 99,444 CHF | 100.00% | 100.00% |
20/12/2024 | 0.51% | 98.59 CHF | 99.09 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 98,124 CHF | 98,624 CHF | 100.00% | 100.00% |
19/12/2024 | 0.50% | 98.61 CHF | 99.11 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 98,845 CHF | 99,345 CHF | 99.80% | 99.80% |
18/12/2024 | 0.50% | 100.05 CHF | 100.55 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 100,168 CHF | 100,712 CHF | 96.58% | 96.58% |
17/12/2024 | 0.50% | 100.56 CHF | 101.06 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 100,346 CHF | 100,846 CHF | 98.49% | 98.49% |
16/12/2024 | 0.50% | 100.32 CHF | 100.82 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 100,177 CHF | 100,677 CHF | 100.00% | 100.00% |
13/12/2024 | 0.50% | 100.26 CHF | 100.76 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 100,435 CHF | 100,935 CHF | 100.00% | 100.00% |
12/12/2024 | 0.50% | 100.45 CHF | 100.95 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 100,420 CHF | 100,920 CHF | 100.00% | 100.00% |