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 | 1.80% | 0.53 CHF | 0.54 CHF | 57,000 | 57,000 | 54,578 | 54,578 | 30,184 CHF | 30,731 CHF | 100.00% | 100.00% |
18/12/2024 | 1.55% | 0.61 CHF | 0.62 CHF | 56,000 | 56,000 | 53,621 | 53,621 | 34,364 CHF | 34,901 CHF | 100.00% | 100.00% |
17/12/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 35,134 CHF | 35,670 CHF | 100.00% | 100.00% |
16/12/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 55,000 | 55,000 | 53,078 | 53,078 | 39,289 CHF | 39,820 CHF | 100.00% | 100.00% |
13/12/2024 | 1.20% | 0.78 CHF | 0.79 CHF | 54,000 | 54,000 | 52,354 | 52,354 | 43,517 CHF | 44,041 CHF | 100.00% | 100.00% |
12/12/2024 | 1.04% | 0.88 CHF | 0.89 CHF | 53,000 | 53,000 | 51,084 | 51,084 | 49,065 CHF | 49,576 CHF | 100.00% | 100.00% |
11/12/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 52,000 | 52,000 | 51,191 | 51,191 | 49,251 CHF | 49,763 CHF | 100.00% | 100.00% |
10/12/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 50,298 CHF | 50,808 CHF | 100.00% | 100.00% |
09/12/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 51,527 CHF | 52,035 CHF | 100.00% | 100.00% |
06/12/2024 | 1.18% | 0.79 CHF | 0.80 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 44,333 CHF | 44,860 CHF | 100.00% | 100.00% |