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 | 26.63% | 0.03 CHF | 0.04 CHF | 1,286,100 | 1,286,100 | 1,276,730 | 1,276,730 | 41,756 CHF | 54,523 CHF | 100.00% | 100.00% |
18/12/2024 | 18.49% | 0.05 CHF | 0.06 CHF | 1,110,900 | 1,110,900 | 1,110,900 | 1,110,900 | 54,610 CHF | 65,719 CHF | 100.00% | 100.00% |
17/12/2024 | 17.11% | 0.05 CHF | 0.06 CHF | 1,058,200 | 1,058,200 | 1,058,200 | 1,058,200 | 56,655 CHF | 67,237 CHF | 100.00% | 100.00% |
16/12/2024 | 16.35% | 0.06 CHF | 0.07 CHF | 1,026,200 | 1,026,200 | 1,013,760 | 1,013,760 | 56,971 CHF | 67,109 CHF | 100.00% | 100.00% |
13/12/2024 | 15.57% | 0.06 CHF | 0.07 CHF | 990,500 | 990,500 | 946,771 | 946,771 | 56,086 CHF | 65,554 CHF | 100.00% | 100.00% |
12/12/2024 | 15.79% | 0.06 CHF | 0.07 CHF | 1,008,400 | 1,008,400 | 1,049,020 | 1,049,020 | 61,268 CHF | 71,758 CHF | 100.00% | 100.00% |
11/12/2024 | 16.65% | 0.06 CHF | 0.07 CHF | 1,115,000 | 1,115,000 | 1,115,000 | 1,115,000 | 61,385 CHF | 72,535 CHF | 100.00% | 100.00% |
10/12/2024 | 16.62% | 0.06 CHF | 0.07 CHF | 939,800 | 939,800 | 938,177 | 938,177 | 51,772 CHF | 61,153 CHF | 100.00% | 100.00% |
09/12/2024 | 13.97% | 0.07 CHF | 0.08 CHF | 867,300 | 867,300 | 867,300 | 867,300 | 57,823 CHF | 66,496 CHF | 100.00% | 100.00% |
06/12/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 841,800 | 841,800 | 841,800 | 841,800 | 57,887 CHF | 66,305 CHF | 100.00% | 100.00% |