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 | 3.32% | 0.27 CHF | 0.28 CHF | 57,000 | 57,000 | 54,579 | 54,579 | 16,254 CHF | 16,801 CHF | 100.00% | 100.00% |
18/12/2024 | 2.58% | 0.35 CHF | 0.36 CHF | 56,000 | 56,000 | 53,618 | 53,618 | 20,571 CHF | 21,107 CHF | 100.00% | 100.00% |
17/12/2024 | 2.48% | 0.43 CHF | 0.44 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 21,349 CHF | 21,885 CHF | 100.00% | 100.00% |
16/12/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 55,000 | 55,000 | 53,078 | 53,078 | 25,744 CHF | 26,275 CHF | 100.00% | 100.00% |
13/12/2024 | 1.73% | 0.53 CHF | 0.54 CHF | 54,000 | 54,000 | 52,354 | 52,354 | 30,129 CHF | 30,653 CHF | 100.00% | 100.00% |
12/12/2024 | 1.41% | 0.62 CHF | 0.63 CHF | 53,000 | 53,000 | 51,081 | 51,081 | 36,023 CHF | 36,534 CHF | 100.00% | 100.00% |
11/12/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 52,000 | 52,000 | 51,184 | 51,184 | 36,201 CHF | 36,714 CHF | 100.00% | 100.00% |
10/12/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 37,361 CHF | 37,871 CHF | 100.00% | 100.00% |
09/12/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 38,622 CHF | 39,130 CHF | 100.00% | 100.00% |
06/12/2024 | 1.68% | 0.54 CHF | 0.55 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 31,066 CHF | 31,593 CHF | 100.00% | 100.00% |