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 | 1.87% | 0.53 CHF | 0.54 CHF | 192,900 | 192,900 | 85,403 | 85,403 | 46,163 CHF | 47,019 CHF | 99.85% | 99.85% |
18/12/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 175,200 | 175,200 | 78,372 | 78,372 | 46,083 CHF | 46,868 CHF | 99.15% | 99.15% |
17/12/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 165,800 | 165,800 | 73,996 | 73,996 | 46,004 CHF | 46,746 CHF | 100.00% | 100.00% |
16/12/2024 | 1.38% | 0.65 CHF | 0.66 CHF | 142,600 | 142,600 | 61,749 | 61,749 | 44,110 CHF | 44,728 CHF | 99.83% | 99.83% |
13/12/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 134,900 | 134,900 | 60,217 | 60,217 | 45,636 CHF | 46,239 CHF | 100.00% | 100.00% |
12/12/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 132,300 | 132,300 | 59,043 | 59,043 | 45,926 CHF | 46,517 CHF | 100.00% | 100.00% |
11/12/2024 | 1.31% | 0.80 CHF | 0.81 CHF | 133,300 | 133,300 | 59,519 | 59,519 | 46,440 CHF | 47,036 CHF | 100.00% | 100.00% |
10/12/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 128,600 | 128,600 | 57,424 | 57,424 | 45,268 CHF | 45,843 CHF | 100.00% | 100.00% |
09/12/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 125,300 | 125,300 | 55,231 | 55,231 | 45,750 CHF | 46,304 CHF | 100.00% | 100.00% |
06/12/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 128,500 | 128,500 | 57,552 | 57,552 | 46,006 CHF | 46,583 CHF | 97.26% | 97.26% |