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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.81% | 196.71 CHF | 198.30 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 292,812 CHF | 295,195 CHF | 94.31% | 94.31% |
19/12/2024 | 0.81% | 195.71 CHF | 197.30 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 293,582 CHF | 295,966 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 197.21 CHF | 198.80 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 295,967 CHF | 298,350 CHF | 100.00% | 100.00% |
17/12/2024 | 0.81% | 196.71 CHF | 198.30 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 294,729 CHF | 297,112 CHF | 100.00% | 100.00% |
16/12/2024 | 0.79% | 200.21 CHF | 201.80 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 299,146 CHF | 301,509 CHF | 100.00% | 100.00% |
13/12/2024 | 0.29% | 201.71 CHF | 202.30 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 302,254 CHF | 303,138 CHF | 100.00% | 100.00% |
12/12/2024 | 0.45% | 200.21 CHF | 200.80 CHF | 1,500 | 1,500 | 1,272 | 1,272 | 254,169 CHF | 255,192 CHF | 100.00% | 100.00% |
11/12/2024 | 0.29% | 205.71 CHF | 206.30 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 308,922 CHF | 309,806 CHF | 99.36% | 99.36% |
10/12/2024 | 0.28% | 206.71 CHF | 207.30 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 310,076 CHF | 310,960 CHF | 99.83% | 99.83% |
09/12/2024 | 0.48% | 205.50 CHF | 206.50 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 308,825 CHF | 310,325 CHF | 99.59% | 99.59% |