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 | 0.74% | 1.37 CHF | 1.38 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 46,972 CHF | 47,319 CHF | 99.87% | 99.87% |
18/12/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 44,974 CHF | 45,321 CHF | 100.00% | 100.00% |
17/12/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 44,938 CHF | 45,285 CHF | 100.00% | 100.00% |
16/12/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 35,000 | 35,000 | 34,668 | 34,668 | 44,438 CHF | 44,786 CHF | 98.89% | 98.89% |
13/12/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 35,000 | 35,000 | 34,673 | 34,671 | 43,366 CHF | 43,711 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 43,536 CHF | 43,883 CHF | 100.00% | 100.00% |
11/12/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 35,000 | 35,000 | 34,671 | 34,671 | 43,969 CHF | 44,316 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 35,000 | 35,000 | 34,672 | 34,671 | 43,813 CHF | 44,160 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 43,715 CHF | 44,062 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 35,000 | 35,000 | 34,672 | 34,672 | 43,439 CHF | 43,787 CHF | 100.00% | 100.00% |