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 | 1.35% | 4.51 CHF | 4.52 CHF | 22,700 | 22,700 | 10,115 | 10,115 | 46,196 CHF | 46,633 CHF | 98.42% | 98.42% |
20/12/2024 | 1.37% | 4.66 CHF | 4.67 CHF | 23,800 | 23,800 | 10,813 | 10,813 | 46,678 CHF | 47,106 CHF | 98.97% | 98.97% |
19/12/2024 | 1.30% | 4.28 CHF | 4.29 CHF | 25,500 | 25,500 | 11,516 | 11,516 | 48,689 CHF | 49,122 CHF | 98.43% | 98.43% |
18/12/2024 | 1.32% | 4.94 CHF | 4.95 CHF | 21,400 | 21,400 | 9,547 | 9,547 | 47,168 CHF | 47,595 CHF | 99.17% | 99.17% |
17/12/2024 | 1.31% | 4.89 CHF | 4.90 CHF | 20,900 | 20,900 | 9,365 | 9,365 | 46,086 CHF | 46,504 CHF | 99.37% | 99.37% |
16/12/2024 | 1.31% | 4.99 CHF | 5.00 CHF | 21,100 | 21,100 | 9,462 | 9,462 | 46,968 CHF | 47,390 CHF | 100.00% | 100.00% |
13/12/2024 | 1.32% | 4.98 CHF | 4.99 CHF | 21,500 | 21,500 | 9,600 | 9,600 | 47,548 CHF | 47,975 CHF | 100.00% | 100.00% |
12/12/2024 | 1.33% | 4.91 CHF | 4.92 CHF | 21,200 | 21,200 | 9,429 | 9,429 | 46,474 CHF | 46,895 CHF | 99.44% | 99.44% |
11/12/2024 | 1.33% | 4.85 CHF | 4.86 CHF | 21,400 | 21,400 | 9,537 | 9,537 | 46,460 CHF | 46,886 CHF | 99.13% | 99.13% |
10/12/2024 | 1.32% | 4.99 CHF | 5.00 CHF | 22,400 | 22,400 | 10,208 | 10,208 | 47,698 CHF | 48,127 CHF | 98.62% | 98.62% |