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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 0.33% | 75.48 CHF | 75.72 CHF | 4,100 | 4,100 | 4,102 | 4,102 | 309,457 CHF | 310,471 CHF | 100.00% | 100.00% |
18/12/2024 | 0.32% | 77.28 CHF | 77.52 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 309,089 CHF | 310,077 CHF | 100.00% | 100.00% |
17/12/2024 | 0.32% | 77.48 CHF | 77.72 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 310,489 CHF | 311,477 CHF | 100.00% | 100.00% |
16/12/2024 | 0.32% | 76.28 CHF | 76.52 CHF | 4,100 | 4,100 | 4,081 | 4,081 | 311,391 CHF | 312,399 CHF | 100.00% | 100.00% |
13/12/2024 | 0.32% | 77.88 CHF | 78.12 CHF | 4,000 | 4,000 | 3,927 | 3,927 | 307,199 CHF | 308,169 CHF | 100.00% | 100.00% |
12/12/2024 | 0.32% | 77.88 CHF | 78.12 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 310,703 CHF | 311,691 CHF | 100.00% | 100.00% |
11/12/2024 | 0.32% | 77.28 CHF | 77.52 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 309,194 CHF | 310,182 CHF | 99.36% | 99.36% |
10/12/2024 | 0.32% | 76.68 CHF | 76.92 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 308,237 CHF | 309,225 CHF | 99.83% | 99.83% |
09/12/2024 | 0.52% | 77.20 CHF | 77.60 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 308,844 CHF | 310,444 CHF | 99.59% | 99.59% |
06/12/2024 | 0.52% | 77.00 CHF | 77.40 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 307,202 CHF | 308,802 CHF | 100.00% | 100.00% |