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 | 0.32% | 3.23 CHF | 3.24 CHF | 100,000 | 100,000 | 99,163 | 99,163 | 317,353 CHF | 318,347 CHF | 99.67% | 99.67% |
18/12/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 100,000 | 100,000 | 99,169 | 99,169 | 292,839 CHF | 293,833 CHF | 100.00% | 100.00% |
17/12/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 100,000 | 100,000 | 99,164 | 99,164 | 290,552 CHF | 291,546 CHF | 100.00% | 100.00% |
16/12/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 100,000 | 100,000 | 99,157 | 99,157 | 293,308 CHF | 294,302 CHF | 98.89% | 98.89% |
13/12/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 100,000 | 100,000 | 99,165 | 99,165 | 288,713 CHF | 289,706 CHF | 100.00% | 100.00% |
12/12/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 197,000 | 100,000 | 195,198 | 99,163 | 568,485 CHF | 289,790 CHF | 100.00% | 100.00% |
11/12/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 193,000 | 100,000 | 191,914 | 99,159 | 567,983 CHF | 294,458 CHF | 100.00% | 100.00% |
10/12/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 203,000 | 100,000 | 200,934 | 99,168 | 588,219 CHF | 291,301 CHF | 100.00% | 100.00% |
09/12/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 204,000 | 100,000 | 201,960 | 99,171 | 578,001 CHF | 284,816 CHF | 100.00% | 100.00% |
06/12/2024 | 0.35% | 2.85 CHF | 2.86 CHF | 204,000 | 100,000 | 202,372 | 99,172 | 576,919 CHF | 283,710 CHF | 100.00% | 100.00% |