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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 90,000 | 90,000 | 89,967 | 89,967 | 325,510 CHF | 326,410 CHF | 100.00% | 100.00% |
27/12/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 324,811 CHF | 325,711 CHF | 100.00% | 100.00% |
23/12/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 95,000 | 95,000 | 93,785 | 93,785 | 326,770 CHF | 327,707 CHF | 100.00% | 100.00% |
20/12/2024 | 0.30% | 3.46 CHF | 3.47 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 321,281 CHF | 322,231 CHF | 100.00% | 100.00% |
19/12/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 95,000 | 95,000 | 94,307 | 94,307 | 327,233 CHF | 328,176 CHF | 100.00% | 100.00% |
18/12/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 90,000 | 90,000 | 89,926 | 89,926 | 331,335 CHF | 332,235 CHF | 100.00% | 100.00% |
17/12/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 336,601 CHF | 337,501 CHF | 100.00% | 100.00% |
16/12/2024 | 0.26% | 3.76 CHF | 3.77 CHF | 90,000 | 90,000 | 88,820 | 88,820 | 336,251 CHF | 337,140 CHF | 100.00% | 100.00% |
13/12/2024 | 0.26% | 3.78 CHF | 3.79 CHF | 90,000 | 90,000 | 85,916 | 85,916 | 327,521 CHF | 328,381 CHF | 100.00% | 100.00% |
12/12/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 85,000 | 85,000 | 88,313 | 88,313 | 335,449 CHF | 336,333 CHF | 100.00% | 100.00% |