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 | 0.88% | 1.14 CHF | 1.15 CHF | 305,000 | 305,000 | 302,582 | 302,582 | 343,352 CHF | 346,383 CHF | 100.00% | 100.00% |
18/12/2024 | 0.86% | 1.14 CHF | 1.15 CHF | 305,000 | 305,000 | 303,665 | 303,665 | 350,661 CHF | 353,698 CHF | 100.00% | 100.00% |
17/12/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 310,000 | 310,000 | 305,997 | 305,997 | 359,584 CHF | 362,644 CHF | 100.00% | 100.00% |
16/12/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 310,000 | 310,000 | 307,571 | 307,571 | 360,902 CHF | 363,979 CHF | 100.00% | 100.00% |
13/12/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 300,000 | 300,000 | 299,343 | 299,343 | 339,199 CHF | 342,195 CHF | 100.00% | 100.00% |
12/12/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 310,000 | 310,000 | 308,525 | 308,525 | 358,865 CHF | 361,953 CHF | 100.00% | 100.00% |
11/12/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 315,000 | 315,000 | 311,069 | 311,069 | 362,642 CHF | 365,758 CHF | 100.00% | 100.00% |
10/12/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 315,000 | 315,000 | 313,843 | 313,843 | 368,978 CHF | 372,117 CHF | 100.00% | 100.00% |
09/12/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 383,953 CHF | 387,140 CHF | 100.00% | 100.00% |
06/12/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 325,000 | 325,000 | 322,508 | 322,508 | 393,256 CHF | 396,481 CHF | 100.00% | 100.00% |