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 | 0.21% | 4.72 CHF | 4.73 CHF | 76,500 | 76,500 | 75,333 | 75,333 | 364,200 CHF | 364,954 CHF | 99.86% | 99.86% |
18/12/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 75,000 | 75,000 | 74,296 | 74,296 | 389,551 CHF | 390,294 CHF | 100.00% | 100.00% |
17/12/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 74,000 | 74,000 | 72,880 | 72,880 | 385,872 CHF | 386,601 CHF | 100.00% | 100.00% |
16/12/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 72,000 | 72,000 | 70,852 | 70,852 | 377,893 CHF | 378,602 CHF | 98.88% | 98.88% |
13/12/2024 | 0.18% | 5.41 CHF | 5.42 CHF | 71,000 | 71,000 | 70,304 | 70,304 | 389,761 CHF | 390,465 CHF | 100.00% | 100.00% |
12/12/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 71,500 | 71,500 | 70,829 | 70,829 | 385,176 CHF | 385,885 CHF | 100.00% | 100.00% |
11/12/2024 | 0.19% | 5.40 CHF | 5.41 CHF | 72,500 | 72,500 | 72,310 | 72,310 | 383,633 CHF | 384,356 CHF | 100.00% | 100.00% |
10/12/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 72,500 | 72,500 | 71,818 | 71,818 | 381,501 CHF | 382,220 CHF | 100.00% | 100.00% |
09/12/2024 | 0.19% | 5.31 CHF | 5.32 CHF | 71,500 | 71,500 | 70,857 | 70,857 | 380,605 CHF | 381,314 CHF | 100.00% | 100.00% |
06/12/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 72,000 | 72,000 | 71,323 | 71,323 | 385,857 CHF | 386,571 CHF | 100.00% | 100.00% |