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 | 0.36% | 2.73 CHF | 2.74 CHF | 95,000 | 95,000 | 94,307 | 94,307 | 258,297 CHF | 259,241 CHF | 100.00% | 100.00% |
18/12/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 90,000 | 90,000 | 89,930 | 89,930 | 265,441 CHF | 266,341 CHF | 100.00% | 100.00% |
17/12/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 270,609 CHF | 271,509 CHF | 100.00% | 100.00% |
16/12/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 90,000 | 90,000 | 88,818 | 88,818 | 271,377 CHF | 272,266 CHF | 100.00% | 100.00% |
13/12/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 90,000 | 90,000 | 85,912 | 85,912 | 264,490 CHF | 265,350 CHF | 100.00% | 100.00% |
12/12/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 85,000 | 85,000 | 88,318 | 88,318 | 270,721 CHF | 271,606 CHF | 100.00% | 100.00% |
11/12/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 90,000 | 90,000 | 89,716 | 89,716 | 271,957 CHF | 272,857 CHF | 100.00% | 100.00% |
10/12/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 90,000 | 90,000 | 89,843 | 89,843 | 271,584 CHF | 272,482 CHF | 100.00% | 100.00% |
09/12/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 267,336 CHF | 268,186 CHF | 100.00% | 100.00% |
06/12/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 268,711 CHF | 269,561 CHF | 100.00% | 100.00% |