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 | 1.85% | 0.52 CHF | 0.53 CHF | 98,800 | 98,800 | 98,081 | 98,081 | 52,730 CHF | 53,711 CHF | 100.00% | 100.00% |
18/12/2024 | 1.32% | 0.72 CHF | 0.73 CHF | 85,400 | 85,400 | 85,400 | 85,400 | 64,202 CHF | 65,056 CHF | 100.00% | 100.00% |
17/12/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 81,300 | 81,300 | 81,300 | 81,300 | 65,923 CHF | 66,736 CHF | 100.00% | 100.00% |
16/12/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 78,900 | 78,900 | 77,940 | 77,940 | 67,319 CHF | 68,099 CHF | 100.00% | 100.00% |
13/12/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 76,100 | 76,100 | 72,760 | 72,760 | 64,893 CHF | 65,621 CHF | 100.00% | 100.00% |
12/12/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 77,500 | 77,500 | 80,646 | 80,646 | 70,766 CHF | 71,572 CHF | 100.00% | 100.00% |
11/12/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 85,700 | 85,700 | 85,700 | 85,700 | 71,814 CHF | 72,671 CHF | 100.00% | 100.00% |
10/12/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 72,200 | 72,200 | 72,076 | 72,076 | 60,309 CHF | 61,029 CHF | 100.00% | 100.00% |
09/12/2024 | 1.01% | 0.93 CHF | 0.94 CHF | 66,700 | 66,700 | 66,700 | 66,700 | 66,011 CHF | 66,678 CHF | 100.00% | 100.00% |
06/12/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 64,700 | 64,700 | 64,700 | 64,700 | 65,366 CHF | 66,013 CHF | 100.00% | 100.00% |