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 | 1.05% | 0.96 CHF | 0.97 CHF | 305,000 | 305,000 | 302,582 | 302,582 | 286,466 CHF | 289,498 CHF | 100.00% | 100.00% |
18/12/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 305,000 | 305,000 | 303,660 | 303,660 | 293,828 CHF | 296,865 CHF | 100.00% | 100.00% |
17/12/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 310,000 | 310,000 | 305,999 | 305,999 | 302,122 CHF | 305,182 CHF | 100.00% | 100.00% |
16/12/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 310,000 | 310,000 | 307,586 | 307,586 | 303,553 CHF | 306,631 CHF | 100.00% | 100.00% |
13/12/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 300,000 | 300,000 | 299,359 | 299,359 | 283,147 CHF | 286,143 CHF | 100.00% | 100.00% |
12/12/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 310,000 | 310,000 | 308,519 | 308,519 | 301,836 CHF | 304,924 CHF | 100.00% | 100.00% |
11/12/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 315,000 | 315,000 | 311,069 | 311,069 | 304,881 CHF | 307,997 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 315,000 | 315,000 | 313,843 | 313,843 | 311,020 CHF | 314,158 CHF | 100.00% | 100.00% |
09/12/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 324,568 CHF | 327,755 CHF | 100.00% | 100.00% |
06/12/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 325,000 | 325,000 | 322,507 | 322,507 | 333,740 CHF | 336,965 CHF | 100.00% | 100.00% |