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 | 0.25% | 3.90 CHF | 3.91 CHF | 57,000 | 57,000 | 54,578 | 54,578 | 214,997 CHF | 215,544 CHF | 100.00% | 100.00% |
18/12/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 56,000 | 56,000 | 53,596 | 53,596 | 216,313 CHF | 216,850 CHF | 100.00% | 100.00% |
17/12/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 217,493 CHF | 218,029 CHF | 100.00% | 100.00% |
16/12/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 55,000 | 55,000 | 53,053 | 53,053 | 218,482 CHF | 219,013 CHF | 100.00% | 100.00% |
13/12/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 54,000 | 54,000 | 52,328 | 52,328 | 220,090 CHF | 220,614 CHF | 100.00% | 100.00% |
12/12/2024 | 0.23% | 4.25 CHF | 4.26 CHF | 53,000 | 53,000 | 51,058 | 51,058 | 221,409 CHF | 221,920 CHF | 100.00% | 100.00% |
11/12/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 52,000 | 52,000 | 51,120 | 51,120 | 221,127 CHF | 221,639 CHF | 100.00% | 100.00% |
10/12/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 221,296 CHF | 221,806 CHF | 100.00% | 100.00% |
09/12/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 221,797 CHF | 222,306 CHF | 100.00% | 100.00% |
06/12/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 220,262 CHF | 220,788 CHF | 100.00% | 100.00% |