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% | 3.43 CHF | 3.44 CHF | 28,960 | 28,960 | 28,648 | 28,648 | 98,678 CHF | 98,965 CHF | 93.31% | 93.31% |
18/12/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 28,080 | 28,080 | 27,730 | 27,730 | 101,383 CHF | 101,660 CHF | 100.00% | 100.00% |
17/12/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 27,860 | 27,860 | 27,539 | 27,539 | 102,208 CHF | 102,484 CHF | 100.00% | 100.00% |
16/12/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 27,620 | 27,620 | 27,205 | 27,205 | 102,215 CHF | 102,488 CHF | 98.68% | 98.68% |
13/12/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 27,520 | 27,520 | 27,108 | 27,108 | 102,530 CHF | 102,801 CHF | 100.00% | 100.00% |
12/12/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 27,180 | 27,180 | 27,018 | 27,018 | 101,813 CHF | 102,084 CHF | 100.00% | 100.00% |
11/12/2024 | 0.27% | 3.73 CHF | 3.74 CHF | 27,320 | 27,320 | 27,080 | 27,080 | 101,101 CHF | 101,373 CHF | 100.00% | 100.00% |
10/12/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 27,460 | 27,460 | 27,075 | 27,075 | 100,868 CHF | 101,139 CHF | 100.00% | 100.00% |
09/12/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 27,010 | 27,010 | 26,582 | 26,582 | 102,275 CHF | 102,541 CHF | 100.00% | 100.00% |
06/12/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 26,870 | 26,870 | 26,503 | 26,503 | 102,366 CHF | 102,632 CHF | 100.00% | 100.00% |