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 | 0.99% | 95.52 CHF | 96.48 CHF | 1,048 | 1,037 | 1,049 | 1,039 | 100,098 CHF | 100,094 CHF | 100.00% | 100.00% |
20/12/2024 | 0.99% | 95.45 CHF | 96.40 CHF | 1,049 | 1,038 | 1,059 | 1,048 | 100,096 CHF | 100,097 CHF | 99.92% | 99.92% |
19/12/2024 | 0.99% | 95.53 CHF | 96.49 CHF | 1,048 | 1,037 | 1,033 | 1,022 | 100,143 CHF | 100,069 CHF | 99.54% | 99.54% |
18/12/2024 | 0.99% | 97.28 CHF | 98.25 CHF | 1,029 | 1,019 | 1,028 | 1,018 | 100,093 CHF | 100,102 CHF | 99.42% | 99.42% |
17/12/2024 | 1.00% | 97.77 CHF | 98.75 CHF | 1,024 | 1,014 | 1,025 | 1,015 | 100,096 CHF | 100,098 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 97.93 CHF | 98.91 CHF | 1,022 | 1,012 | 1,022 | 1,012 | 100,096 CHF | 100,101 CHF | 99.99% | 99.99% |
13/12/2024 | 0.99% | 98.76 CHF | 99.75 CHF | 1,014 | 1,004 | 1,009 | 999 | 100,098 CHF | 100,106 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 99.08 CHF | 100.07 CHF | 1,010 | 1,000 | 1,004 | 994 | 100,105 CHF | 100,103 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 100.12 CHF | 101.12 CHF | 1,000 | 990 | 1,003 | 993 | 100,101 CHF | 100,065 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 99.53 CHF | 100.53 CHF | 1,006 | 996 | 1,004 | 994 | 100,105 CHF | 100,102 CHF | 99.79% | 99.79% |