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 | 0.27% | 3.68 CHF | 3.69 CHF | 28,970 | 28,970 | 28,648 | 28,648 | 105,746 CHF | 106,033 CHF | 93.31% | 93.31% |
18/12/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 28,060 | 28,060 | 27,727 | 27,727 | 108,211 CHF | 108,488 CHF | 100.00% | 100.00% |
17/12/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 27,860 | 27,860 | 27,536 | 27,536 | 108,986 CHF | 109,261 CHF | 100.00% | 100.00% |
16/12/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 27,610 | 27,610 | 27,208 | 27,208 | 108,961 CHF | 109,234 CHF | 98.67% | 98.67% |
13/12/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 27,500 | 27,500 | 27,107 | 27,107 | 109,216 CHF | 109,487 CHF | 100.00% | 100.00% |
12/12/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 27,230 | 27,230 | 27,022 | 27,022 | 108,517 CHF | 108,787 CHF | 100.00% | 100.00% |
11/12/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 27,300 | 27,300 | 27,086 | 27,086 | 107,789 CHF | 108,060 CHF | 100.00% | 100.00% |
10/12/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 27,460 | 27,460 | 27,076 | 27,076 | 107,537 CHF | 107,808 CHF | 100.00% | 100.00% |
09/12/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 27,010 | 27,010 | 26,579 | 26,579 | 108,818 CHF | 109,084 CHF | 100.00% | 100.00% |
06/12/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 26,850 | 26,850 | 26,493 | 26,493 | 108,837 CHF | 109,102 CHF | 100.00% | 100.00% |