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 | 0.25% | 3.98 CHF | 3.99 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 336,467 CHF | 337,317 CHF | 98.14% | 98.14% |
18/12/2024 | 0.25% | 3.99 CHF | 4.00 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 341,924 CHF | 342,774 CHF | 96.26% | 96.26% |
17/12/2024 | 0.24% | 4.07 CHF | 4.08 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 347,259 CHF | 348,109 CHF | 99.38% | 99.38% |
16/12/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 346,754 CHF | 347,604 CHF | 99.39% | 99.39% |
13/12/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 336,563 CHF | 337,413 CHF | 99.36% | 99.36% |
12/12/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 343,998 CHF | 344,848 CHF | 95.42% | 95.42% |
11/12/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 344,213 CHF | 345,063 CHF | 99.36% | 99.36% |
10/12/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 346,705 CHF | 347,555 CHF | 99.38% | 99.38% |
09/12/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 353,886 CHF | 354,736 CHF | 99.36% | 99.36% |
06/12/2024 | 0.24% | 4.22 CHF | 4.23 CHF | 85,000 | 85,000 | 85,000 | 85,000 | 357,720 CHF | 358,570 CHF | 99.37% | 99.37% |