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 | 0.30% | 3.39 CHF | 3.40 CHF | 23,950 | 23,950 | 23,586 | 23,586 | 79,667 CHF | 79,903 CHF | 99.50% | 99.50% |
18/12/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 23,930 | 23,930 | 23,816 | 23,816 | 81,761 CHF | 82,000 CHF | 99.58% | 99.58% |
17/12/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 24,260 | 24,260 | 24,066 | 24,066 | 83,915 CHF | 84,156 CHF | 99.57% | 99.57% |
16/12/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 24,450 | 24,450 | 24,107 | 24,107 | 83,921 CHF | 84,163 CHF | 98.30% | 98.30% |
13/12/2024 | 0.30% | 3.40 CHF | 3.41 CHF | 23,820 | 23,820 | 23,503 | 23,503 | 79,382 CHF | 79,617 CHF | 99.52% | 99.52% |
12/12/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 24,170 | 24,170 | 24,052 | 24,052 | 83,042 CHF | 83,283 CHF | 99.58% | 99.58% |
11/12/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 24,360 | 24,360 | 24,149 | 24,149 | 83,480 CHF | 83,721 CHF | 99.54% | 99.54% |
10/12/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 24,460 | 24,460 | 24,330 | 24,330 | 84,707 CHF | 84,951 CHF | 99.52% | 99.52% |
09/12/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 24,850 | 24,850 | 24,720 | 24,720 | 87,877 CHF | 88,124 CHF | 99.56% | 99.56% |
06/12/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 25,350 | 25,350 | 24,988 | 24,988 | 89,808 CHF | 90,058 CHF | 99.56% | 99.56% |