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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 114,000 | 114,000 | 109,237 | 109,237 | 81,328 CHF | 82,421 CHF | 99.61% | 99.61% |
27/12/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 112,000 | 112,000 | 110,786 | 110,786 | 81,997 CHF | 83,105 CHF | 99.77% | 99.77% |
23/12/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 114,000 | 114,000 | 111,029 | 111,029 | 83,321 CHF | 84,432 CHF | 100.00% | 100.00% |
20/12/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 114,000 | 114,000 | 112,561 | 112,561 | 85,131 CHF | 86,256 CHF | 100.00% | 100.00% |
19/12/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 114,000 | 114,000 | 109,157 | 109,157 | 79,478 CHF | 80,571 CHF | 100.00% | 100.00% |
18/12/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 112,000 | 112,000 | 107,232 | 107,232 | 73,906 CHF | 74,979 CHF | 100.00% | 100.00% |
17/12/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 110,000 | 110,000 | 107,136 | 107,136 | 73,411 CHF | 74,483 CHF | 100.00% | 100.00% |
16/12/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 110,000 | 110,000 | 106,151 | 106,151 | 67,461 CHF | 68,523 CHF | 100.00% | 100.00% |
13/12/2024 | 1.68% | 0.62 CHF | 0.63 CHF | 108,000 | 108,000 | 104,701 | 104,701 | 62,054 CHF | 63,102 CHF | 100.00% | 100.00% |
12/12/2024 | 1.88% | 0.57 CHF | 0.58 CHF | 106,000 | 106,000 | 102,157 | 102,157 | 54,200 CHF | 55,223 CHF | 100.00% | 100.00% |