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% | 3.54 CHF | 3.55 CHF | 28,950 | 28,950 | 28,646 | 28,646 | 101,794 CHF | 102,081 CHF | 93.31% | 93.31% |
18/12/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 28,070 | 28,070 | 27,732 | 27,732 | 104,416 CHF | 104,693 CHF | 100.00% | 100.00% |
17/12/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 27,860 | 27,860 | 27,538 | 27,538 | 105,200 CHF | 105,476 CHF | 100.00% | 100.00% |
16/12/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 27,610 | 27,610 | 27,206 | 27,206 | 105,178 CHF | 105,451 CHF | 98.68% | 98.68% |
13/12/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 27,510 | 27,510 | 27,107 | 27,107 | 105,477 CHF | 105,748 CHF | 100.00% | 100.00% |
12/12/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 27,180 | 27,180 | 27,017 | 27,017 | 104,755 CHF | 105,026 CHF | 100.00% | 100.00% |
11/12/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 27,310 | 27,310 | 27,084 | 27,084 | 104,047 CHF | 104,318 CHF | 100.00% | 100.00% |
10/12/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 27,460 | 27,460 | 27,078 | 27,078 | 103,837 CHF | 104,108 CHF | 100.00% | 100.00% |
09/12/2024 | 0.26% | 3.91 CHF | 3.92 CHF | 27,010 | 27,010 | 26,581 | 26,581 | 105,160 CHF | 105,426 CHF | 100.00% | 100.00% |
06/12/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 26,870 | 26,870 | 26,499 | 26,499 | 105,247 CHF | 105,513 CHF | 100.00% | 100.00% |