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 | 0.55% | 1.82 CHF | 1.83 CHF | 305,000 | 305,000 | 302,581 | 302,581 | 549,237 CHF | 552,268 CHF | 100.00% | 100.00% |
18/12/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 305,000 | 305,000 | 303,658 | 303,658 | 558,230 CHF | 561,267 CHF | 100.00% | 100.00% |
17/12/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 310,000 | 310,000 | 305,997 | 305,997 | 569,664 CHF | 572,724 CHF | 100.00% | 100.00% |
16/12/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 310,000 | 310,000 | 307,587 | 307,587 | 571,378 CHF | 574,456 CHF | 100.00% | 100.00% |
13/12/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 300,000 | 300,000 | 299,355 | 299,355 | 543,687 CHF | 546,683 CHF | 100.00% | 100.00% |
12/12/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 310,000 | 310,000 | 308,519 | 308,519 | 568,625 CHF | 571,713 CHF | 100.00% | 100.00% |
11/12/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 315,000 | 315,000 | 311,068 | 311,068 | 573,195 CHF | 576,311 CHF | 100.00% | 100.00% |
10/12/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 315,000 | 315,000 | 313,843 | 313,843 | 581,175 CHF | 584,314 CHF | 100.00% | 100.00% |
09/12/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 599,714 CHF | 602,901 CHF | 100.00% | 100.00% |
06/12/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 325,000 | 325,000 | 322,507 | 322,507 | 611,986 CHF | 615,211 CHF | 100.00% | 100.00% |