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 | 0.62% | 3.17 CHF | 3.19 CHF | 37,000 | 37,000 | 36,724 | 36,724 | 117,634 CHF | 118,368 CHF | 100.00% | 100.00% |
18/12/2024 | 0.53% | 3.70 CHF | 3.72 CHF | 33,700 | 33,700 | 33,700 | 33,700 | 127,207 CHF | 127,881 CHF | 100.00% | 100.00% |
17/12/2024 | 0.51% | 3.87 CHF | 3.89 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 129,650 CHF | 130,310 CHF | 100.00% | 100.00% |
16/12/2024 | 0.49% | 3.99 CHF | 4.01 CHF | 32,600 | 32,600 | 32,207 | 32,207 | 130,819 CHF | 131,463 CHF | 100.00% | 100.00% |
13/12/2024 | 0.48% | 4.05 CHF | 4.07 CHF | 32,100 | 32,100 | 30,669 | 30,669 | 126,697 CHF | 127,310 CHF | 100.00% | 100.00% |
12/12/2024 | 0.49% | 4.12 CHF | 4.14 CHF | 31,300 | 31,300 | 32,600 | 32,600 | 133,447 CHF | 134,098 CHF | 100.00% | 100.00% |
11/12/2024 | 0.50% | 3.99 CHF | 4.01 CHF | 33,800 | 33,800 | 33,800 | 33,800 | 134,973 CHF | 135,649 CHF | 100.00% | 100.00% |
10/12/2024 | 0.50% | 3.91 CHF | 3.93 CHF | 31,500 | 31,500 | 31,447 | 31,447 | 125,076 CHF | 125,705 CHF | 100.00% | 100.00% |
09/12/2024 | 0.46% | 4.21 CHF | 4.23 CHF | 29,500 | 29,500 | 29,500 | 29,500 | 128,070 CHF | 128,660 CHF | 100.00% | 100.00% |
06/12/2024 | 0.45% | 4.29 CHF | 4.31 CHF | 29,100 | 29,100 | 29,100 | 29,100 | 127,653 CHF | 128,235 CHF | 100.00% | 100.00% |