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 | 0.32% | 3.09 CHF | 3.10 CHF | 95,000 | 95,000 | 94,309 | 94,309 | 292,686 CHF | 293,629 CHF | 100.00% | 100.00% |
18/12/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 90,000 | 90,000 | 89,928 | 89,928 | 298,204 CHF | 299,104 CHF | 100.00% | 100.00% |
17/12/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 303,404 CHF | 304,304 CHF | 100.00% | 100.00% |
16/12/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 90,000 | 90,000 | 88,820 | 88,820 | 303,523 CHF | 304,413 CHF | 100.00% | 100.00% |
13/12/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 90,000 | 90,000 | 85,916 | 85,916 | 295,841 CHF | 296,701 CHF | 100.00% | 100.00% |
12/12/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 85,000 | 85,000 | 88,318 | 88,318 | 302,825 CHF | 303,709 CHF | 100.00% | 100.00% |
11/12/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 90,000 | 90,000 | 89,717 | 89,717 | 304,425 CHF | 305,325 CHF | 100.00% | 100.00% |
10/12/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 90,000 | 90,000 | 89,843 | 89,843 | 304,106 CHF | 305,004 CHF | 100.00% | 100.00% |
09/12/2024 | 0.28% | 3.46 CHF | 3.47 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 298,240 CHF | 299,090 CHF | 100.00% | 100.00% |
06/12/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 299,471 CHF | 300,321 CHF | 100.00% | 100.00% |