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 | 0.34% | 74.28 CHF | 74.53 CHF | 4,100 | 4,100 | 4,102 | 4,102 | 304,516 CHF | 305,541 CHF | 100.00% | 100.00% |
18/12/2024 | 0.33% | 76.08 CHF | 76.33 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 304,361 CHF | 305,361 CHF | 100.00% | 100.00% |
17/12/2024 | 0.33% | 76.08 CHF | 76.33 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 305,055 CHF | 306,055 CHF | 100.00% | 100.00% |
16/12/2024 | 0.33% | 75.08 CHF | 75.33 CHF | 4,100 | 4,100 | 4,081 | 4,081 | 306,506 CHF | 307,526 CHF | 100.00% | 100.00% |
13/12/2024 | 0.32% | 76.88 CHF | 77.13 CHF | 4,000 | 4,000 | 3,927 | 3,927 | 303,162 CHF | 304,143 CHF | 100.00% | 100.00% |
12/12/2024 | 0.33% | 76.68 CHF | 76.93 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 306,542 CHF | 307,542 CHF | 100.00% | 100.00% |
11/12/2024 | 0.33% | 76.28 CHF | 76.53 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 304,954 CHF | 305,954 CHF | 99.35% | 99.35% |
10/12/2024 | 0.33% | 75.68 CHF | 75.93 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 303,911 CHF | 304,911 CHF | 99.83% | 99.83% |
09/12/2024 | 0.52% | 76.00 CHF | 76.40 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 304,027 CHF | 305,627 CHF | 99.60% | 99.60% |
06/12/2024 | 0.53% | 75.80 CHF | 76.20 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 302,459 CHF | 304,059 CHF | 100.00% | 100.00% |