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 | 0.84% | 475.50 CHF | 479.50 CHF | 600 | 600 | 600 | 600 | 285,036 CHF | 287,436 CHF | 98.29% | 98.29% |
27/12/2024 | 0.84% | 474.00 CHF | 478.00 CHF | 600 | 600 | 600 | 600 | 283,577 CHF | 285,977 CHF | 98.68% | 98.68% |
23/12/2024 | 0.64% | 472.98 CHF | 476.02 CHF | 600 | 600 | 600 | 600 | 283,743 CHF | 285,571 CHF | 100.00% | 100.00% |
20/12/2024 | 0.60% | 470.48 CHF | 473.52 CHF | 600 | 600 | 740 | 740 | 347,372 CHF | 349,365 CHF | 94.31% | 94.31% |
19/12/2024 | 0.64% | 471.48 CHF | 474.52 CHF | 600 | 600 | 608 | 608 | 286,311 CHF | 288,163 CHF | 100.00% | 100.00% |
18/12/2024 | 0.64% | 473.98 CHF | 477.02 CHF | 600 | 600 | 600 | 600 | 284,539 CHF | 286,367 CHF | 95.54% | 95.54% |
17/12/2024 | 0.64% | 478.48 CHF | 481.52 CHF | 600 | 600 | 600 | 600 | 285,801 CHF | 287,629 CHF | 98.34% | 98.34% |
16/12/2024 | 0.64% | 476.98 CHF | 480.02 CHF | 600 | 600 | 600 | 600 | 285,495 CHF | 287,323 CHF | 100.00% | 100.00% |
13/12/2024 | 0.64% | 476.48 CHF | 479.52 CHF | 600 | 600 | 600 | 600 | 285,439 CHF | 287,267 CHF | 95.80% | 95.80% |
12/12/2024 | 0.64% | 475.48 CHF | 478.52 CHF | 600 | 600 | 600 | 600 | 285,073 CHF | 286,901 CHF | 100.00% | 100.00% |