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 | 28,960 | 28,960 | 28,647 | 28,647 | 82,091 CHF | 82,378 CHF | 93.31% | 93.31% |
18/12/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 28,080 | 28,080 | 27,730 | 27,730 | 85,303 CHF | 85,581 CHF | 100.00% | 100.00% |
17/12/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 27,860 | 27,860 | 27,539 | 27,539 | 86,235 CHF | 86,511 CHF | 100.00% | 100.00% |
16/12/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 27,620 | 27,620 | 27,206 | 27,206 | 86,455 CHF | 86,727 CHF | 98.70% | 98.70% |
13/12/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 27,490 | 27,490 | 27,109 | 27,109 | 86,848 CHF | 87,119 CHF | 100.00% | 100.00% |
12/12/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 27,170 | 27,170 | 27,015 | 27,015 | 86,162 CHF | 86,432 CHF | 100.00% | 100.00% |
11/12/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 27,320 | 27,320 | 27,081 | 27,081 | 85,398 CHF | 85,669 CHF | 100.00% | 100.00% |
10/12/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 27,460 | 27,460 | 27,075 | 27,075 | 85,180 CHF | 85,451 CHF | 100.00% | 100.00% |
09/12/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 26,990 | 26,990 | 26,583 | 26,583 | 86,873 CHF | 87,139 CHF | 100.00% | 100.00% |
06/12/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 26,880 | 26,880 | 26,504 | 26,504 | 87,031 CHF | 87,297 CHF | 100.00% | 100.00% |