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 | 1.20% | 0.84 CHF | 0.85 CHF | 305,000 | 305,000 | 302,581 | 302,581 | 250,926 CHF | 253,958 CHF | 100.00% | 100.00% |
18/12/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 305,000 | 305,000 | 303,660 | 303,660 | 257,870 CHF | 260,908 CHF | 100.00% | 100.00% |
17/12/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 310,000 | 310,000 | 305,997 | 305,997 | 266,001 CHF | 269,061 CHF | 99.97% | 99.97% |
16/12/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 310,000 | 310,000 | 307,584 | 307,584 | 267,473 CHF | 270,551 CHF | 100.00% | 100.00% |
13/12/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 300,000 | 300,000 | 299,354 | 299,354 | 247,582 CHF | 250,578 CHF | 100.00% | 100.00% |
12/12/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 310,000 | 310,000 | 308,518 | 308,518 | 265,451 CHF | 268,538 CHF | 100.00% | 100.00% |
11/12/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 315,000 | 315,000 | 311,066 | 311,066 | 268,908 CHF | 272,024 CHF | 100.00% | 100.00% |
10/12/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 315,000 | 315,000 | 313,842 | 313,842 | 274,231 CHF | 277,369 CHF | 100.00% | 100.00% |
09/12/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 287,483 CHF | 290,669 CHF | 100.00% | 100.00% |
06/12/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 325,000 | 325,000 | 322,508 | 322,508 | 296,165 CHF | 299,390 CHF | 100.00% | 100.00% |