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 | 0.26% | 3.80 CHF | 3.81 CHF | 28,970 | 28,970 | 28,648 | 28,648 | 109,185 CHF | 109,472 CHF | 93.30% | 93.30% |
18/12/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 28,060 | 28,060 | 27,728 | 27,728 | 111,534 CHF | 111,811 CHF | 100.00% | 100.00% |
17/12/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 27,860 | 27,860 | 27,538 | 27,538 | 112,297 CHF | 112,573 CHF | 100.00% | 100.00% |
16/12/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 27,610 | 27,610 | 27,209 | 27,209 | 112,230 CHF | 112,503 CHF | 98.67% | 98.67% |
13/12/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 27,500 | 27,500 | 27,107 | 27,107 | 112,469 CHF | 112,740 CHF | 100.00% | 100.00% |
12/12/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 27,230 | 27,230 | 27,022 | 27,022 | 111,762 CHF | 112,032 CHF | 100.00% | 100.00% |
11/12/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 27,300 | 27,300 | 27,087 | 27,087 | 111,044 CHF | 111,316 CHF | 100.00% | 100.00% |
10/12/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 27,460 | 27,460 | 27,077 | 27,077 | 110,792 CHF | 111,064 CHF | 100.00% | 100.00% |
09/12/2024 | 0.24% | 4.17 CHF | 4.18 CHF | 27,010 | 27,010 | 26,580 | 26,580 | 111,986 CHF | 112,252 CHF | 100.00% | 100.00% |
06/12/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 26,850 | 26,850 | 26,492 | 26,492 | 112,014 CHF | 112,279 CHF | 100.00% | 100.00% |