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 | 1.08% | 1.80 CHF | 1.82 CHF | 29,100 | 29,100 | 28,879 | 28,879 | 53,292 CHF | 53,870 CHF | 100.00% | 100.00% |
18/12/2024 | 1.09% | 2.52 CHF | 2.54 CHF | 25,100 | 25,100 | 25,100 | 25,100 | 65,824 CHF | 66,547 CHF | 100.00% | 100.00% |
17/12/2024 | 1.05% | 2.76 CHF | 2.79 CHF | 23,900 | 23,900 | 23,900 | 23,900 | 67,996 CHF | 68,713 CHF | 100.00% | 100.00% |
16/12/2024 | 0.98% | 2.94 CHF | 2.97 CHF | 23,200 | 23,200 | 22,916 | 22,916 | 69,718 CHF | 70,405 CHF | 100.00% | 100.00% |
13/12/2024 | 0.95% | 3.03 CHF | 3.06 CHF | 22,400 | 22,400 | 21,366 | 21,366 | 67,280 CHF | 67,921 CHF | 100.00% | 100.00% |
12/12/2024 | 0.96% | 3.14 CHF | 3.17 CHF | 22,800 | 22,800 | 23,689 | 23,689 | 73,348 CHF | 74,058 CHF | 100.00% | 100.00% |
11/12/2024 | 1.01% | 2.94 CHF | 2.97 CHF | 25,200 | 25,200 | 25,200 | 25,200 | 74,267 CHF | 75,023 CHF | 100.00% | 100.00% |
10/12/2024 | 1.02% | 2.83 CHF | 2.86 CHF | 21,200 | 21,200 | 21,166 | 21,166 | 62,263 CHF | 62,898 CHF | 100.00% | 100.00% |
09/12/2024 | 0.85% | 3.31 CHF | 3.34 CHF | 19,600 | 19,600 | 19,600 | 19,600 | 68,930 CHF | 69,518 CHF | 100.00% | 100.00% |
06/12/2024 | 0.83% | 3.44 CHF | 3.47 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 68,294 CHF | 68,864 CHF | 100.00% | 100.00% |