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 | 3.33% | 0.29 CHF | 0.30 CHF | 275,700 | 275,700 | 122,718 | 122,718 | 36,557 CHF | 37,786 CHF | 100.00% | 100.00% |
20/12/2024 | 3.77% | 0.30 CHF | 0.31 CHF | 294,100 | 294,100 | 133,513 | 133,513 | 37,137 CHF | 38,485 CHF | 99.86% | 99.86% |
19/12/2024 | 4.06% | 0.27 CHF | 0.28 CHF | 321,500 | 321,500 | 144,126 | 144,126 | 38,892 CHF | 40,400 CHF | 99.90% | 99.90% |
18/12/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 253,900 | 253,900 | 113,315 | 113,315 | 37,672 CHF | 38,807 CHF | 100.00% | 100.00% |
17/12/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 246,200 | 246,200 | 109,956 | 109,956 | 36,248 CHF | 37,349 CHF | 100.00% | 100.00% |
16/12/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 250,400 | 250,400 | 111,819 | 111,819 | 37,525 CHF | 38,645 CHF | 100.00% | 100.00% |
13/12/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 256,400 | 256,400 | 114,205 | 114,205 | 38,095 CHF | 39,239 CHF | 100.00% | 100.00% |
12/12/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 250,900 | 250,900 | 111,897 | 111,897 | 37,153 CHF | 38,274 CHF | 100.00% | 100.00% |
11/12/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 253,200 | 253,200 | 112,906 | 112,906 | 37,058 CHF | 38,189 CHF | 100.00% | 100.00% |
10/12/2024 | 3.28% | 0.34 CHF | 0.35 CHF | 269,400 | 269,400 | 122,592 | 122,592 | 38,318 CHF | 39,547 CHF | 100.00% | 100.00% |