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 | 0.29% | 3.46 CHF | 3.47 CHF | 28,950 | 28,950 | 28,646 | 28,646 | 99,501 CHF | 99,788 CHF | 93.31% | 93.31% |
18/12/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 28,070 | 28,070 | 27,729 | 27,729 | 102,163 CHF | 102,440 CHF | 100.00% | 100.00% |
17/12/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 27,860 | 27,860 | 27,536 | 27,536 | 102,956 CHF | 103,231 CHF | 100.00% | 100.00% |
16/12/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 27,610 | 27,610 | 27,208 | 27,208 | 102,998 CHF | 103,271 CHF | 98.68% | 98.68% |
13/12/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 27,510 | 27,510 | 27,106 | 27,106 | 103,270 CHF | 103,541 CHF | 100.00% | 100.00% |
12/12/2024 | 0.27% | 3.81 CHF | 3.82 CHF | 27,240 | 27,240 | 27,016 | 27,016 | 102,570 CHF | 102,841 CHF | 100.00% | 100.00% |
11/12/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 27,310 | 27,310 | 27,084 | 27,084 | 101,883 CHF | 102,154 CHF | 100.00% | 100.00% |
10/12/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 27,460 | 27,460 | 27,078 | 27,078 | 101,651 CHF | 101,922 CHF | 100.00% | 100.00% |
09/12/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 27,010 | 27,010 | 26,581 | 26,581 | 103,025 CHF | 103,291 CHF | 100.00% | 100.00% |
06/12/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 26,860 | 26,860 | 26,495 | 26,495 | 103,083 CHF | 103,349 CHF | 100.00% | 100.00% |