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 | 0.35% | 2.85 CHF | 2.86 CHF | 95,000 | 95,000 | 94,309 | 94,309 | 270,057 CHF | 271,000 CHF | 100.00% | 100.00% |
18/12/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 90,000 | 90,000 | 89,926 | 89,926 | 276,629 CHF | 277,529 CHF | 100.00% | 100.00% |
17/12/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 281,815 CHF | 282,715 CHF | 100.00% | 100.00% |
16/12/2024 | 0.31% | 3.15 CHF | 3.16 CHF | 90,000 | 90,000 | 88,819 | 88,819 | 282,431 CHF | 283,320 CHF | 100.00% | 100.00% |
13/12/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 90,000 | 90,000 | 85,914 | 85,914 | 275,217 CHF | 276,077 CHF | 100.00% | 100.00% |
12/12/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 85,000 | 85,000 | 88,315 | 88,315 | 281,618 CHF | 282,503 CHF | 100.00% | 100.00% |
11/12/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 90,000 | 90,000 | 89,708 | 89,708 | 283,032 CHF | 283,932 CHF | 100.00% | 100.00% |
10/12/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 90,000 | 90,000 | 89,843 | 89,843 | 282,678 CHF | 283,576 CHF | 100.00% | 100.00% |
09/12/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 277,840 CHF | 278,690 CHF | 100.00% | 100.00% |
06/12/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 279,071 CHF | 279,921 CHF | 100.00% | 100.00% |