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% | 3.34 CHF | 3.35 CHF | 28,970 | 28,970 | 28,648 | 28,648 | 96,004 CHF | 96,291 CHF | 93.31% | 93.31% |
18/12/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 28,060 | 28,060 | 27,726 | 27,726 | 98,752 CHF | 99,030 CHF | 100.00% | 100.00% |
17/12/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 27,860 | 27,860 | 27,536 | 27,536 | 99,603 CHF | 99,878 CHF | 100.00% | 100.00% |
16/12/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 27,610 | 27,610 | 27,210 | 27,210 | 99,713 CHF | 99,985 CHF | 98.69% | 98.69% |
13/12/2024 | 0.27% | 3.66 CHF | 3.67 CHF | 27,500 | 27,500 | 27,106 | 27,106 | 99,973 CHF | 100,245 CHF | 100.00% | 100.00% |
12/12/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 27,230 | 27,230 | 27,022 | 27,022 | 99,331 CHF | 99,602 CHF | 100.00% | 100.00% |
11/12/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 27,300 | 27,300 | 27,087 | 27,087 | 98,588 CHF | 98,860 CHF | 100.00% | 100.00% |
10/12/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 27,460 | 27,460 | 27,078 | 27,078 | 98,342 CHF | 98,613 CHF | 100.00% | 100.00% |
09/12/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 27,010 | 27,010 | 26,580 | 26,580 | 99,782 CHF | 100,048 CHF | 100.00% | 100.00% |
06/12/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 26,860 | 26,860 | 26,490 | 26,490 | 99,818 CHF | 100,084 CHF | 100.00% | 100.00% |