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 | 1.07% | 0.95 CHF | 0.96 CHF | 305,000 | 305,000 | 302,582 | 302,582 | 283,548 CHF | 286,580 CHF | 100.00% | 100.00% |
18/12/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 305,000 | 305,000 | 303,656 | 303,656 | 290,934 CHF | 293,971 CHF | 100.00% | 100.00% |
17/12/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 310,000 | 310,000 | 306,000 | 306,000 | 299,256 CHF | 302,316 CHF | 99.58% | 99.58% |
16/12/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 310,000 | 310,000 | 307,560 | 307,560 | 300,799 CHF | 303,877 CHF | 100.00% | 100.00% |
13/12/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300,000 | 300,000 | 299,332 | 299,332 | 280,186 CHF | 283,182 CHF | 100.00% | 100.00% |
12/12/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 310,000 | 310,000 | 308,512 | 308,512 | 299,018 CHF | 302,106 CHF | 100.00% | 100.00% |
11/12/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 315,000 | 315,000 | 311,038 | 311,038 | 302,035 CHF | 305,151 CHF | 100.00% | 100.00% |
10/12/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 315,000 | 315,000 | 313,844 | 313,844 | 308,227 CHF | 311,365 CHF | 100.00% | 100.00% |
09/12/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 321,775 CHF | 324,962 CHF | 100.00% | 100.00% |
06/12/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 325,000 | 325,000 | 322,506 | 322,506 | 331,019 CHF | 334,244 CHF | 100.00% | 100.00% |