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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 28,390 | 28,390 | 28,158 | 28,158 | 90,503 CHF | 90,785 CHF | 99.98% | 99.98% |
27/12/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 28,310 | 28,310 | 28,136 | 28,136 | 90,165 CHF | 90,447 CHF | 100.00% | 100.00% |
23/12/2024 | 0.33% | 3.09 CHF | 3.10 CHF | 28,920 | 28,920 | 28,589 | 28,589 | 88,092 CHF | 88,378 CHF | 100.00% | 100.00% |
20/12/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 28,940 | 28,940 | 29,060 | 29,060 | 86,546 CHF | 86,837 CHF | 100.00% | 100.00% |
19/12/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 28,980 | 28,980 | 28,646 | 28,646 | 87,895 CHF | 88,182 CHF | 93.31% | 93.31% |
18/12/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 28,070 | 28,070 | 27,725 | 27,725 | 90,935 CHF | 91,213 CHF | 100.00% | 100.00% |
17/12/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 27,860 | 27,860 | 27,540 | 27,540 | 91,855 CHF | 92,131 CHF | 100.00% | 100.00% |
16/12/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 27,610 | 27,610 | 27,209 | 27,209 | 92,022 CHF | 92,295 CHF | 98.69% | 98.69% |
13/12/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 27,490 | 27,490 | 27,110 | 27,110 | 92,347 CHF | 92,618 CHF | 100.00% | 100.00% |
12/12/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 27,220 | 27,220 | 27,019 | 27,019 | 91,666 CHF | 91,936 CHF | 100.00% | 100.00% |