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 | 0.28% | 3.58 CHF | 3.59 CHF | 28,960 | 28,960 | 28,647 | 28,647 | 103,001 CHF | 103,288 CHF | 93.31% | 93.31% |
18/12/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 28,080 | 28,080 | 27,730 | 27,730 | 105,547 CHF | 105,824 CHF | 100.00% | 100.00% |
17/12/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 27,860 | 27,860 | 27,539 | 27,539 | 106,340 CHF | 106,615 CHF | 100.00% | 100.00% |
16/12/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 27,620 | 27,620 | 27,205 | 27,205 | 106,311 CHF | 106,583 CHF | 98.67% | 98.67% |
13/12/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 27,520 | 27,520 | 27,108 | 27,108 | 106,599 CHF | 106,870 CHF | 100.00% | 100.00% |
12/12/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 27,180 | 27,180 | 27,018 | 27,018 | 105,863 CHF | 106,133 CHF | 100.00% | 100.00% |
11/12/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 27,320 | 27,320 | 27,081 | 27,081 | 105,168 CHF | 105,439 CHF | 100.00% | 100.00% |
10/12/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 27,460 | 27,460 | 27,075 | 27,075 | 104,930 CHF | 105,201 CHF | 100.00% | 100.00% |
09/12/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 27,010 | 27,010 | 26,582 | 26,582 | 106,267 CHF | 106,533 CHF | 100.00% | 100.00% |
06/12/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 26,870 | 26,870 | 26,501 | 26,501 | 106,337 CHF | 106,602 CHF | 100.00% | 100.00% |