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% | 3.83 CHF | 3.84 CHF | 28,950 | 28,950 | 28,646 | 28,646 | 110,102 CHF | 110,389 CHF | 93.30% | 93.30% |
18/12/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 28,070 | 28,070 | 27,730 | 27,730 | 112,425 CHF | 112,703 CHF | 100.00% | 100.00% |
17/12/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 27,860 | 27,860 | 27,538 | 27,538 | 113,152 CHF | 113,428 CHF | 100.00% | 100.00% |
16/12/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 27,610 | 27,610 | 27,206 | 27,206 | 113,063 CHF | 113,336 CHF | 98.66% | 98.66% |
13/12/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 27,510 | 27,510 | 27,106 | 27,106 | 113,299 CHF | 113,570 CHF | 100.00% | 100.00% |
12/12/2024 | 0.24% | 4.18 CHF | 4.19 CHF | 27,240 | 27,240 | 27,017 | 27,017 | 112,568 CHF | 112,839 CHF | 100.00% | 100.00% |
11/12/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 27,300 | 27,300 | 27,085 | 27,085 | 111,876 CHF | 112,147 CHF | 100.00% | 100.00% |
10/12/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 27,460 | 27,460 | 27,080 | 27,080 | 111,678 CHF | 111,949 CHF | 100.00% | 100.00% |
09/12/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 27,010 | 27,010 | 26,582 | 26,582 | 112,861 CHF | 113,127 CHF | 100.00% | 100.00% |
06/12/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 26,850 | 26,850 | 26,494 | 26,494 | 112,855 CHF | 113,120 CHF | 100.00% | 100.00% |