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 | 0.73% | 1.37 CHF | 1.38 CHF | 305,000 | 305,000 | 302,582 | 302,582 | 412,726 CHF | 415,758 CHF | 100.00% | 100.00% |
18/12/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 305,000 | 305,000 | 303,664 | 303,664 | 420,570 CHF | 423,608 CHF | 100.00% | 100.00% |
17/12/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 310,000 | 310,000 | 305,997 | 305,997 | 430,204 CHF | 433,264 CHF | 99.75% | 99.75% |
16/12/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 310,000 | 310,000 | 307,575 | 307,575 | 431,695 CHF | 434,772 CHF | 100.00% | 100.00% |
13/12/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 300,000 | 300,000 | 299,348 | 299,348 | 408,073 CHF | 411,069 CHF | 100.00% | 100.00% |
12/12/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 310,000 | 310,000 | 308,525 | 308,525 | 429,595 CHF | 432,682 CHF | 100.00% | 100.00% |
11/12/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 315,000 | 315,000 | 311,079 | 311,079 | 433,809 CHF | 436,925 CHF | 100.00% | 100.00% |
10/12/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 315,000 | 315,000 | 313,844 | 313,844 | 440,461 CHF | 443,599 CHF | 100.00% | 100.00% |
09/12/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 456,691 CHF | 459,878 CHF | 100.00% | 100.00% |
06/12/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 325,000 | 325,000 | 322,506 | 322,506 | 467,230 CHF | 470,456 CHF | 100.00% | 100.00% |