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 | 0.37% | 2.73 CHF | 2.74 CHF | 28,960 | 28,960 | 28,649 | 28,649 | 78,625 CHF | 78,912 CHF | 93.31% | 93.31% |
18/12/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 28,070 | 28,070 | 27,732 | 27,732 | 81,950 CHF | 82,227 CHF | 100.00% | 100.00% |
17/12/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 27,860 | 27,860 | 27,541 | 27,541 | 82,935 CHF | 83,211 CHF | 100.00% | 100.00% |
16/12/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 27,620 | 27,620 | 27,208 | 27,208 | 83,183 CHF | 83,456 CHF | 98.70% | 98.70% |
13/12/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 27,520 | 27,520 | 27,108 | 27,108 | 83,557 CHF | 83,828 CHF | 100.00% | 100.00% |
12/12/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 27,170 | 27,170 | 27,017 | 27,017 | 82,915 CHF | 83,186 CHF | 100.00% | 100.00% |
11/12/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 27,320 | 27,320 | 27,082 | 27,082 | 82,154 CHF | 82,425 CHF | 100.00% | 100.00% |
10/12/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 27,460 | 27,460 | 27,077 | 27,077 | 81,919 CHF | 82,190 CHF | 100.00% | 100.00% |
09/12/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 26,990 | 26,990 | 26,583 | 26,583 | 83,684 CHF | 83,950 CHF | 100.00% | 100.00% |
06/12/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 26,880 | 26,880 | 26,504 | 26,504 | 83,851 CHF | 84,116 CHF | 100.00% | 100.00% |