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 | 0.30% | 3.32 CHF | 3.33 CHF | 95,000 | 95,000 | 94,309 | 94,309 | 314,570 CHF | 315,513 CHF | 100.00% | 100.00% |
18/12/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 90,000 | 90,000 | 89,927 | 89,927 | 319,071 CHF | 319,971 CHF | 100.00% | 100.00% |
17/12/2024 | 0.28% | 3.58 CHF | 3.59 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 324,298 CHF | 325,198 CHF | 100.00% | 100.00% |
16/12/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 90,000 | 90,000 | 88,819 | 88,819 | 324,173 CHF | 325,062 CHF | 100.00% | 100.00% |
13/12/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 90,000 | 90,000 | 85,914 | 85,914 | 315,596 CHF | 316,456 CHF | 100.00% | 100.00% |
12/12/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 85,000 | 85,000 | 88,315 | 88,315 | 323,316 CHF | 324,201 CHF | 100.00% | 100.00% |
11/12/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 90,000 | 90,000 | 89,711 | 89,711 | 325,205 CHF | 326,105 CHF | 100.00% | 100.00% |
10/12/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 90,000 | 90,000 | 89,843 | 89,843 | 324,904 CHF | 325,803 CHF | 100.00% | 100.00% |
09/12/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 317,790 CHF | 318,640 CHF | 100.00% | 100.00% |
06/12/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 319,021 CHF | 319,871 CHF | 100.00% | 100.00% |