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% | 3.55 CHF | 3.56 CHF | 95,000 | 95,000 | 94,308 | 94,308 | 336,067 CHF | 337,010 CHF | 100.00% | 100.00% |
18/12/2024 | 0.26% | 3.75 CHF | 3.76 CHF | 90,000 | 90,000 | 89,931 | 89,931 | 339,580 CHF | 340,480 CHF | 100.00% | 100.00% |
17/12/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 344,807 CHF | 345,707 CHF | 100.00% | 100.00% |
16/12/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 90,000 | 90,000 | 88,817 | 88,817 | 344,593 CHF | 345,482 CHF | 100.00% | 100.00% |
13/12/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 90,000 | 90,000 | 85,909 | 85,909 | 335,338 CHF | 336,199 CHF | 100.00% | 100.00% |
12/12/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 85,000 | 85,000 | 88,318 | 88,318 | 343,452 CHF | 344,336 CHF | 100.00% | 100.00% |
11/12/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 90,000 | 90,000 | 89,717 | 89,717 | 345,697 CHF | 346,597 CHF | 100.00% | 100.00% |
10/12/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 90,000 | 90,000 | 89,843 | 89,843 | 345,433 CHF | 346,332 CHF | 100.00% | 100.00% |
09/12/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 337,197 CHF | 338,047 CHF | 100.00% | 100.00% |
06/12/2024 | 0.25% | 3.95 CHF | 3.96 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 338,571 CHF | 339,421 CHF | 100.00% | 100.00% |