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 | 0.31% | 3.21 CHF | 3.22 CHF | 28,980 | 28,980 | 28,649 | 28,649 | 92,513 CHF | 92,800 CHF | 93.31% | 93.31% |
18/12/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 28,040 | 28,040 | 27,725 | 27,725 | 95,374 CHF | 95,651 CHF | 100.00% | 100.00% |
17/12/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 27,860 | 27,860 | 27,542 | 27,542 | 96,268 CHF | 96,544 CHF | 100.00% | 100.00% |
16/12/2024 | 0.28% | 3.52 CHF | 3.53 CHF | 27,610 | 27,610 | 27,209 | 27,209 | 96,396 CHF | 96,668 CHF | 98.67% | 98.67% |
13/12/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 27,490 | 27,490 | 27,110 | 27,110 | 96,713 CHF | 96,984 CHF | 100.00% | 100.00% |
12/12/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 27,220 | 27,220 | 27,023 | 27,023 | 96,032 CHF | 96,303 CHF | 100.00% | 100.00% |
11/12/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 27,300 | 27,300 | 27,083 | 27,083 | 95,266 CHF | 95,537 CHF | 100.00% | 100.00% |
10/12/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 27,460 | 27,460 | 27,077 | 27,077 | 95,049 CHF | 95,320 CHF | 100.00% | 100.00% |
09/12/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 27,000 | 27,000 | 26,583 | 26,583 | 96,540 CHF | 96,806 CHF | 100.00% | 100.00% |
06/12/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 26,850 | 26,850 | 26,493 | 26,493 | 96,630 CHF | 96,895 CHF | 100.00% | 100.00% |