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 | 0.30% | 3.38 CHF | 3.39 CHF | 90,000 | 90,000 | 89,966 | 89,966 | 303,748 CHF | 304,648 CHF | 100.00% | 100.00% |
27/12/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 303,060 CHF | 303,960 CHF | 100.00% | 100.00% |
23/12/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 95,000 | 95,000 | 93,786 | 93,786 | 304,058 CHF | 304,996 CHF | 100.00% | 100.00% |
20/12/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 298,279 CHF | 299,229 CHF | 100.00% | 100.00% |
19/12/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 95,000 | 95,000 | 94,309 | 94,309 | 304,411 CHF | 305,354 CHF | 100.00% | 100.00% |
18/12/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 90,000 | 90,000 | 89,926 | 89,926 | 309,513 CHF | 310,413 CHF | 100.00% | 100.00% |
17/12/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 314,809 CHF | 315,709 CHF | 100.00% | 100.00% |
16/12/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 90,000 | 90,000 | 88,819 | 88,819 | 314,828 CHF | 315,717 CHF | 100.00% | 100.00% |
13/12/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 90,000 | 90,000 | 85,914 | 85,914 | 306,690 CHF | 307,550 CHF | 100.00% | 100.00% |
12/12/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 85,000 | 85,000 | 88,315 | 88,315 | 314,114 CHF | 314,998 CHF | 100.00% | 100.00% |