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% | 3.30 CHF | 3.31 CHF | 28,970 | 28,970 | 28,648 | 28,648 | 94,861 CHF | 95,148 CHF | 93.31% | 93.31% |
18/12/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 28,060 | 28,060 | 27,727 | 27,727 | 97,644 CHF | 97,921 CHF | 100.00% | 100.00% |
17/12/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 27,860 | 27,860 | 27,538 | 27,538 | 98,528 CHF | 98,804 CHF | 100.00% | 100.00% |
16/12/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 27,610 | 27,610 | 27,210 | 27,210 | 98,632 CHF | 98,904 CHF | 98.70% | 98.70% |
13/12/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 27,500 | 27,500 | 27,107 | 27,107 | 98,915 CHF | 99,187 CHF | 100.00% | 100.00% |
12/12/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 27,230 | 27,230 | 27,022 | 27,022 | 98,250 CHF | 98,521 CHF | 100.00% | 100.00% |
11/12/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 27,300 | 27,300 | 27,087 | 27,087 | 97,502 CHF | 97,774 CHF | 100.00% | 100.00% |
10/12/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 27,460 | 27,460 | 27,078 | 27,078 | 97,282 CHF | 97,553 CHF | 100.00% | 100.00% |
09/12/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 27,010 | 27,010 | 26,579 | 26,579 | 98,718 CHF | 98,984 CHF | 100.00% | 100.00% |
06/12/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 26,850 | 26,850 | 26,494 | 26,494 | 98,807 CHF | 99,073 CHF | 100.00% | 100.00% |