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 | 0.25% | 3.95 CHF | 3.96 CHF | 28,970 | 28,970 | 28,645 | 28,645 | 113,651 CHF | 113,937 CHF | 93.31% | 93.31% |
18/12/2024 | 0.24% | 4.15 CHF | 4.16 CHF | 28,060 | 28,060 | 27,728 | 27,728 | 115,867 CHF | 116,144 CHF | 100.00% | 100.00% |
17/12/2024 | 0.24% | 4.21 CHF | 4.22 CHF | 27,870 | 27,870 | 27,540 | 27,540 | 116,615 CHF | 116,891 CHF | 100.00% | 100.00% |
16/12/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 27,610 | 27,610 | 27,210 | 27,210 | 116,473 CHF | 116,745 CHF | 98.67% | 98.67% |
13/12/2024 | 0.23% | 4.28 CHF | 4.29 CHF | 27,490 | 27,490 | 27,108 | 27,108 | 116,687 CHF | 116,958 CHF | 100.00% | 100.00% |
12/12/2024 | 0.24% | 4.30 CHF | 4.31 CHF | 27,180 | 27,180 | 27,017 | 27,017 | 115,916 CHF | 116,186 CHF | 100.00% | 100.00% |
11/12/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 27,330 | 27,330 | 27,082 | 27,082 | 115,246 CHF | 115,517 CHF | 100.00% | 100.00% |
10/12/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 27,450 | 27,450 | 27,074 | 27,074 | 114,992 CHF | 115,263 CHF | 100.00% | 100.00% |
09/12/2024 | 0.23% | 4.32 CHF | 4.33 CHF | 27,000 | 27,000 | 26,583 | 26,583 | 116,151 CHF | 116,417 CHF | 100.00% | 100.00% |
06/12/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 26,880 | 26,880 | 26,501 | 26,501 | 116,188 CHF | 116,453 CHF | 100.00% | 100.00% |