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 | 0.46% | 2.19 CHF | 2.20 CHF | 57,000 | 57,000 | 54,578 | 54,578 | 119,112 CHF | 119,659 CHF | 100.00% | 100.00% |
18/12/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 56,000 | 56,000 | 53,616 | 53,616 | 112,903 CHF | 113,440 CHF | 100.00% | 100.00% |
17/12/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 112,462 CHF | 112,998 CHF | 100.00% | 100.00% |
16/12/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 55,000 | 55,000 | 53,076 | 53,076 | 105,977 CHF | 106,509 CHF | 100.00% | 100.00% |
13/12/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 54,000 | 54,000 | 52,351 | 52,351 | 100,109 CHF | 100,633 CHF | 100.00% | 100.00% |
12/12/2024 | 0.56% | 1.87 CHF | 1.88 CHF | 53,000 | 53,000 | 51,079 | 51,079 | 91,321 CHF | 91,832 CHF | 100.00% | 100.00% |
11/12/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 52,000 | 52,000 | 51,179 | 51,179 | 90,933 CHF | 91,446 CHF | 100.00% | 100.00% |
10/12/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 89,075 CHF | 89,585 CHF | 100.00% | 100.00% |
09/12/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 87,398 CHF | 87,906 CHF | 100.00% | 100.00% |
06/12/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 99,268 CHF | 99,794 CHF | 100.00% | 100.00% |