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 | 0.51% | 56.46 CHF | 56.74 CHF | 3,500 | 3,500 | 3,500 | 3,500 | 195,819 CHF | 196,824 CHF | 94.31% | 94.31% |
19/12/2024 | 0.51% | 56.26 CHF | 56.54 CHF | 3,500 | 3,500 | 3,500 | 3,500 | 195,856 CHF | 196,860 CHF | 99.52% | 99.52% |
18/12/2024 | 0.50% | 57.06 CHF | 57.34 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 194,209 CHF | 195,185 CHF | 100.00% | 100.00% |
17/12/2024 | 0.50% | 57.26 CHF | 57.54 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 196,024 CHF | 197,000 CHF | 100.00% | 100.00% |
16/12/2024 | 0.50% | 57.86 CHF | 58.14 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 196,560 CHF | 197,536 CHF | 100.00% | 100.00% |
13/12/2024 | 0.49% | 58.06 CHF | 58.34 CHF | 3,400 | 3,400 | 3,384 | 3,384 | 197,463 CHF | 198,434 CHF | 100.00% | 100.00% |
12/12/2024 | 0.49% | 58.06 CHF | 58.34 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 197,669 CHF | 198,644 CHF | 100.00% | 100.00% |
11/12/2024 | 0.49% | 58.26 CHF | 58.54 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 197,727 CHF | 198,703 CHF | 99.34% | 99.34% |
10/12/2024 | 0.49% | 57.86 CHF | 58.14 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 197,071 CHF | 198,047 CHF | 99.83% | 99.83% |
09/12/2024 | 0.69% | 57.80 CHF | 58.20 CHF | 3,400 | 3,400 | 3,400 | 3,400 | 197,139 CHF | 198,499 CHF | 99.59% | 99.59% |