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 | 0.65% | 3.09 CHF | 3.11 CHF | 28,970 | 28,970 | 28,646 | 28,646 | 88,863 CHF | 89,437 CHF | 93.31% | 93.31% |
18/12/2024 | 0.61% | 3.29 CHF | 3.31 CHF | 28,070 | 28,070 | 27,729 | 27,729 | 91,902 CHF | 92,458 CHF | 100.00% | 100.00% |
17/12/2024 | 0.60% | 3.35 CHF | 3.37 CHF | 27,860 | 27,860 | 27,536 | 27,536 | 92,767 CHF | 93,318 CHF | 100.00% | 100.00% |
16/12/2024 | 0.59% | 3.39 CHF | 3.41 CHF | 27,610 | 27,610 | 27,209 | 27,209 | 92,935 CHF | 93,480 CHF | 98.69% | 98.69% |
13/12/2024 | 0.59% | 3.41 CHF | 3.43 CHF | 27,510 | 27,510 | 27,105 | 27,105 | 93,238 CHF | 93,780 CHF | 100.00% | 100.00% |
12/12/2024 | 0.59% | 3.44 CHF | 3.46 CHF | 27,240 | 27,240 | 27,016 | 27,016 | 92,574 CHF | 93,115 CHF | 100.00% | 100.00% |
11/12/2024 | 0.59% | 3.39 CHF | 3.41 CHF | 27,310 | 27,310 | 27,084 | 27,084 | 91,862 CHF | 92,404 CHF | 100.00% | 100.00% |
10/12/2024 | 0.60% | 3.36 CHF | 3.38 CHF | 27,460 | 27,460 | 27,078 | 27,078 | 91,632 CHF | 92,174 CHF | 100.00% | 100.00% |
09/12/2024 | 0.57% | 3.46 CHF | 3.48 CHF | 27,010 | 27,010 | 26,581 | 26,581 | 93,190 CHF | 93,722 CHF | 100.00% | 100.00% |
06/12/2024 | 0.57% | 3.49 CHF | 3.51 CHF | 26,860 | 26,860 | 26,495 | 26,495 | 93,277 CHF | 93,808 CHF | 100.00% | 100.00% |