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 | 0.53% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 99,094 | 99,094 | 189,197 CHF | 190,189 CHF | 99.70% | 99.70% |
18/12/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 99,084 | 99,084 | 226,545 CHF | 227,537 CHF | 100.00% | 100.00% |
17/12/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 100,000 | 100,000 | 99,087 | 99,087 | 230,732 CHF | 231,724 CHF | 100.00% | 100.00% |
16/12/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 100,000 | 100,000 | 99,079 | 99,079 | 226,372 CHF | 227,364 CHF | 98.89% | 98.89% |
13/12/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 100,000 | 100,000 | 99,085 | 99,085 | 234,134 CHF | 235,126 CHF | 100.00% | 100.00% |
12/12/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 125,000 | 100,000 | 124,018 | 99,088 | 293,030 CHF | 235,125 CHF | 100.00% | 100.00% |
11/12/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 128,000 | 100,000 | 126,941 | 99,090 | 290,781 CHF | 227,981 CHF | 100.00% | 100.00% |
10/12/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 119,000 | 100,000 | 117,128 | 99,078 | 275,416 CHF | 233,974 CHF | 100.00% | 100.00% |
09/12/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 116,000 | 100,000 | 115,464 | 99,079 | 284,677 CHF | 245,280 CHF | 100.00% | 100.00% |
06/12/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 115,000 | 100,000 | 114,587 | 99,076 | 284,993 CHF | 247,413 CHF | 100.00% | 100.00% |