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 | 4.02% | 0.24 CHF | 0.25 CHF | 305,000 | 305,000 | 302,584 | 302,584 | 74,026 CHF | 77,058 CHF | 100.00% | 100.00% |
18/12/2024 | 4.25% | 0.24 CHF | 0.25 CHF | 305,000 | 305,000 | 303,651 | 303,651 | 69,942 CHF | 72,980 CHF | 100.00% | 100.00% |
17/12/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 310,000 | 310,000 | 305,997 | 305,997 | 65,542 CHF | 68,602 CHF | 100.00% | 100.00% |
16/12/2024 | 4.66% | 0.21 CHF | 0.22 CHF | 310,000 | 310,000 | 307,575 | 307,575 | 64,740 CHF | 67,817 CHF | 100.00% | 100.00% |
13/12/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 300,000 | 300,000 | 299,348 | 299,348 | 76,098 CHF | 79,094 CHF | 100.00% | 100.00% |
12/12/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 310,000 | 310,000 | 308,512 | 308,512 | 66,258 CHF | 69,345 CHF | 100.00% | 100.00% |
11/12/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 315,000 | 315,000 | 311,040 | 311,040 | 64,441 CHF | 67,556 CHF | 100.00% | 100.00% |
10/12/2024 | 5.01% | 0.20 CHF | 0.21 CHF | 315,000 | 315,000 | 313,843 | 313,843 | 61,163 CHF | 64,302 CHF | 100.00% | 100.00% |
09/12/2024 | 5.70% | 0.18 CHF | 0.19 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 54,384 CHF | 57,571 CHF | 100.00% | 100.00% |
06/12/2024 | 6.28% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 322,507 | 322,507 | 49,781 CHF | 53,006 CHF | 100.00% | 100.00% |