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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 173,000 | 173,000 | 170,812 | 170,812 | 92,723 CHF | 94,431 CHF | 100.00% | 100.00% |
20/12/2024 | 1.65% | 0.56 CHF | 0.57 CHF | 173,000 | 173,000 | 173,000 | 173,000 | 103,922 CHF | 105,652 CHF | 100.00% | 100.00% |
19/12/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 173,000 | 173,000 | 171,757 | 171,757 | 94,996 CHF | 96,713 CHF | 100.00% | 100.00% |
18/12/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 164,000 | 164,000 | 163,874 | 163,874 | 71,479 CHF | 73,119 CHF | 100.00% | 100.00% |
17/12/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 164,000 | 164,000 | 164,000 | 164,000 | 66,534 CHF | 68,174 CHF | 100.00% | 100.00% |
16/12/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 164,000 | 164,000 | 161,666 | 161,666 | 61,541 CHF | 63,159 CHF | 100.00% | 100.00% |
13/12/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 164,000 | 164,000 | 155,859 | 155,859 | 57,656 CHF | 59,216 CHF | 100.00% | 100.00% |
12/12/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 154,000 | 154,000 | 160,662 | 160,662 | 60,667 CHF | 62,276 CHF | 100.00% | 100.00% |
11/12/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 164,000 | 164,000 | 163,505 | 163,505 | 65,016 CHF | 66,656 CHF | 100.00% | 100.00% |
10/12/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 164,000 | 164,000 | 163,687 | 163,687 | 65,894 CHF | 67,530 CHF | 100.00% | 100.00% |