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% | 1.32 CHF | 1.33 CHF | 57,000 | 57,000 | 54,579 | 54,579 | 73,610 CHF | 74,157 CHF | 100.00% | 100.00% |
18/12/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 56,000 | 56,000 | 53,622 | 53,622 | 77,154 CHF | 77,691 CHF | 100.00% | 100.00% |
17/12/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 77,974 CHF | 78,510 CHF | 100.00% | 100.00% |
16/12/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 55,000 | 55,000 | 53,078 | 53,078 | 81,430 CHF | 81,961 CHF | 100.00% | 100.00% |
13/12/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 54,000 | 54,000 | 52,354 | 52,354 | 84,957 CHF | 85,481 CHF | 100.00% | 100.00% |
12/12/2024 | 0.57% | 1.67 CHF | 1.68 CHF | 53,000 | 53,000 | 51,085 | 51,085 | 89,547 CHF | 90,059 CHF | 100.00% | 100.00% |
11/12/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 52,000 | 52,000 | 51,193 | 51,193 | 89,648 CHF | 90,161 CHF | 100.00% | 100.00% |
10/12/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 52,000 | 52,000 | 51,020 | 51,020 | 90,450 CHF | 90,960 CHF | 100.00% | 100.00% |
09/12/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 52,000 | 52,000 | 50,816 | 50,816 | 91,509 CHF | 92,017 CHF | 100.00% | 100.00% |
06/12/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 85,698 CHF | 86,224 CHF | 100.00% | 100.00% |