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 | 0.33% | 2.97 CHF | 2.98 CHF | 95,000 | 95,000 | 94,308 | 94,308 | 281,605 CHF | 282,548 CHF | 100.00% | 100.00% |
18/12/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 90,000 | 90,000 | 89,930 | 89,930 | 287,787 CHF | 288,687 CHF | 100.00% | 100.00% |
17/12/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 293,208 CHF | 294,108 CHF | 100.00% | 100.00% |
16/12/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 90,000 | 90,000 | 88,817 | 88,817 | 293,504 CHF | 294,393 CHF | 100.00% | 100.00% |
13/12/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 90,000 | 90,000 | 85,911 | 85,911 | 285,916 CHF | 286,776 CHF | 100.00% | 100.00% |
12/12/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 85,000 | 85,000 | 88,319 | 88,319 | 292,769 CHF | 293,654 CHF | 100.00% | 100.00% |
11/12/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 90,000 | 90,000 | 89,716 | 89,716 | 294,360 CHF | 295,260 CHF | 100.00% | 100.00% |
10/12/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 90,000 | 90,000 | 89,843 | 89,843 | 293,997 CHF | 294,896 CHF | 100.00% | 100.00% |
09/12/2024 | 0.29% | 3.35 CHF | 3.36 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 288,608 CHF | 289,458 CHF | 100.00% | 100.00% |
06/12/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 289,973 CHF | 290,823 CHF | 100.00% | 100.00% |