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 | 0.36% | 2.74 CHF | 2.75 CHF | 57,000 | 57,000 | 54,578 | 54,578 | 151,594 CHF | 152,141 CHF | 100.00% | 100.00% |
18/12/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 56,000 | 56,000 | 53,593 | 53,593 | 153,845 CHF | 154,381 CHF | 100.00% | 100.00% |
17/12/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 154,882 CHF | 155,418 CHF | 100.00% | 100.00% |
16/12/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 55,000 | 55,000 | 53,052 | 53,052 | 157,016 CHF | 157,547 CHF | 100.00% | 100.00% |
13/12/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 54,000 | 54,000 | 52,327 | 52,327 | 159,438 CHF | 159,962 CHF | 100.00% | 100.00% |
12/12/2024 | 0.31% | 3.09 CHF | 3.10 CHF | 53,000 | 53,000 | 51,056 | 51,056 | 162,259 CHF | 162,770 CHF | 100.00% | 100.00% |
11/12/2024 | 0.32% | 3.19 CHF | 3.20 CHF | 52,000 | 52,000 | 51,119 | 51,119 | 162,044 CHF | 162,557 CHF | 100.00% | 100.00% |
10/12/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 162,594 CHF | 163,105 CHF | 100.00% | 100.00% |
09/12/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 163,380 CHF | 163,888 CHF | 100.00% | 100.00% |
06/12/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 159,876 CHF | 160,403 CHF | 100.00% | 100.00% |