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 | 0.24% | 4.20 CHF | 4.21 CHF | 28,970 | 28,970 | 28,645 | 28,645 | 120,812 CHF | 121,099 CHF | 93.30% | 93.30% |
18/12/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 28,050 | 28,050 | 27,725 | 27,725 | 122,768 CHF | 123,045 CHF | 100.00% | 100.00% |
17/12/2024 | 0.23% | 4.46 CHF | 4.47 CHF | 27,860 | 27,860 | 27,539 | 27,539 | 123,472 CHF | 123,748 CHF | 100.00% | 100.00% |
16/12/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 27,610 | 27,610 | 27,208 | 27,208 | 123,245 CHF | 123,518 CHF | 98.66% | 98.66% |
13/12/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 27,490 | 27,490 | 27,108 | 27,108 | 123,464 CHF | 123,735 CHF | 100.00% | 100.00% |
12/12/2024 | 0.22% | 4.55 CHF | 4.56 CHF | 27,180 | 27,180 | 27,017 | 27,017 | 122,671 CHF | 122,941 CHF | 100.00% | 100.00% |
11/12/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 27,320 | 27,320 | 27,083 | 27,083 | 121,990 CHF | 122,261 CHF | 100.00% | 100.00% |
10/12/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 27,460 | 27,460 | 27,077 | 27,077 | 121,739 CHF | 122,010 CHF | 100.00% | 100.00% |
09/12/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 26,990 | 26,990 | 26,583 | 26,583 | 122,761 CHF | 123,028 CHF | 100.00% | 100.00% |
06/12/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 26,880 | 26,880 | 26,504 | 26,504 | 122,810 CHF | 123,075 CHF | 100.00% | 100.00% |