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 | 1.15% | 0.87 CHF | 0.88 CHF | 114,000 | 114,000 | 109,157 | 109,157 | 94,683 CHF | 95,776 CHF | 100.00% | 100.00% |
18/12/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 112,000 | 112,000 | 107,240 | 107,240 | 88,900 CHF | 89,973 CHF | 100.00% | 100.00% |
17/12/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 88,412 CHF | 89,483 CHF | 100.00% | 100.00% |
16/12/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 110,000 | 110,000 | 106,158 | 106,158 | 82,210 CHF | 83,272 CHF | 100.00% | 100.00% |
13/12/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 108,000 | 108,000 | 104,709 | 104,709 | 76,652 CHF | 77,700 CHF | 100.00% | 100.00% |
12/12/2024 | 1.49% | 0.71 CHF | 0.72 CHF | 106,000 | 106,000 | 102,164 | 102,164 | 68,475 CHF | 69,497 CHF | 100.00% | 100.00% |
11/12/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 104,000 | 104,000 | 102,375 | 102,375 | 68,120 CHF | 69,145 CHF | 100.00% | 100.00% |
10/12/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 104,000 | 104,000 | 102,042 | 102,042 | 66,477 CHF | 67,498 CHF | 100.00% | 100.00% |
09/12/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 104,000 | 104,000 | 101,634 | 101,634 | 64,864 CHF | 65,881 CHF | 100.00% | 100.00% |
06/12/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 110,000 | 110,000 | 105,295 | 105,295 | 75,922 CHF | 76,975 CHF | 100.00% | 100.00% |