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 | 0.23% | 4.33 CHF | 4.34 CHF | 80,000 | 80,000 | 79,155 | 79,155 | 348,299 CHF | 349,091 CHF | 99.70% | 99.70% |
18/12/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 75,000 | 75,000 | 74,295 | 74,295 | 373,340 CHF | 374,084 CHF | 100.00% | 100.00% |
17/12/2024 | 0.20% | 5.19 CHF | 5.20 CHF | 76,000 | 76,000 | 75,377 | 75,377 | 383,884 CHF | 384,639 CHF | 100.00% | 100.00% |
16/12/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 76,000 | 76,000 | 75,370 | 75,370 | 378,433 CHF | 379,188 CHF | 98.89% | 98.89% |
13/12/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 76,000 | 76,000 | 74,396 | 74,396 | 383,043 CHF | 383,787 CHF | 100.00% | 100.00% |
12/12/2024 | 0.20% | 5.17 CHF | 5.18 CHF | 76,000 | 76,000 | 75,287 | 75,287 | 387,633 CHF | 388,386 CHF | 100.00% | 100.00% |
11/12/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 77,000 | 77,000 | 76,357 | 76,357 | 384,080 CHF | 384,845 CHF | 100.00% | 100.00% |
10/12/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 73,000 | 73,000 | 72,314 | 72,314 | 370,745 CHF | 371,469 CHF | 100.00% | 100.00% |
09/12/2024 | 0.19% | 5.27 CHF | 5.28 CHF | 72,000 | 72,000 | 71,324 | 71,324 | 378,875 CHF | 379,589 CHF | 100.00% | 100.00% |
06/12/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 71,000 | 71,000 | 71,022 | 71,022 | 379,703 CHF | 380,414 CHF | 100.00% | 100.00% |