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 | 0.58% | 4.13 CHF | 4.14 CHF | 50,000 | 50,000 | 22,508 | 22,508 | 93,282 CHF | 93,700 CHF | 99.85% | 99.85% |
18/12/2024 | 0.54% | 4.25 CHF | 4.26 CHF | 49,000 | 49,000 | 22,381 | 22,381 | 96,173 CHF | 96,581 CHF | 99.13% | 99.13% |
17/12/2024 | 0.53% | 4.39 CHF | 4.40 CHF | 48,000 | 48,000 | 21,599 | 21,599 | 95,354 CHF | 95,745 CHF | 100.00% | 100.00% |
16/12/2024 | 0.49% | 4.48 CHF | 4.49 CHF | 48,000 | 48,000 | 21,173 | 21,173 | 98,885 CHF | 99,269 CHF | 99.83% | 99.83% |
13/12/2024 | 0.49% | 4.80 CHF | 4.81 CHF | 46,000 | 46,000 | 20,856 | 20,856 | 99,965 CHF | 100,346 CHF | 100.00% | 100.00% |
12/12/2024 | 0.48% | 4.83 CHF | 4.84 CHF | 46,000 | 46,000 | 20,905 | 20,905 | 101,065 CHF | 101,446 CHF | 100.00% | 100.00% |
11/12/2024 | 0.49% | 4.87 CHF | 4.88 CHF | 46,000 | 46,000 | 20,869 | 20,869 | 100,758 CHF | 101,139 CHF | 100.00% | 100.00% |
10/12/2024 | 0.48% | 4.83 CHF | 4.84 CHF | 46,000 | 46,000 | 20,924 | 20,924 | 101,209 CHF | 101,591 CHF | 100.00% | 100.00% |
09/12/2024 | 0.47% | 4.85 CHF | 4.86 CHF | 46,000 | 46,000 | 20,658 | 20,658 | 101,968 CHF | 102,345 CHF | 100.00% | 100.00% |
06/12/2024 | 0.48% | 4.86 CHF | 4.87 CHF | 46,000 | 46,000 | 20,982 | 20,982 | 101,854 CHF | 102,236 CHF | 97.26% | 97.26% |