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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 28,390 | 28,390 | 28,160 | 28,160 | 108,847 CHF | 109,129 CHF | 99.98% | 99.98% |
27/12/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 28,290 | 28,290 | 28,134 | 28,134 | 108,473 CHF | 108,754 CHF | 100.00% | 100.00% |
23/12/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 28,930 | 28,930 | 28,590 | 28,590 | 106,700 CHF | 106,986 CHF | 100.00% | 100.00% |
20/12/2024 | 0.28% | 3.71 CHF | 3.72 CHF | 28,940 | 28,940 | 29,062 | 29,062 | 105,477 CHF | 105,768 CHF | 100.00% | 100.00% |
19/12/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 28,980 | 28,980 | 28,649 | 28,649 | 106,551 CHF | 106,837 CHF | 93.31% | 93.31% |
18/12/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 28,040 | 28,040 | 27,725 | 27,725 | 108,959 CHF | 109,237 CHF | 100.00% | 100.00% |
17/12/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 27,860 | 27,860 | 27,542 | 27,542 | 109,764 CHF | 110,040 CHF | 100.00% | 100.00% |
16/12/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 27,610 | 27,610 | 27,210 | 27,210 | 109,729 CHF | 110,002 CHF | 98.66% | 98.66% |
13/12/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 27,490 | 27,490 | 27,109 | 27,109 | 109,967 CHF | 110,238 CHF | 100.00% | 100.00% |
12/12/2024 | 0.25% | 4.05 CHF | 4.06 CHF | 27,220 | 27,220 | 27,019 | 27,019 | 109,230 CHF | 109,501 CHF | 100.00% | 100.00% |