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 | 1.28% | 0.79 CHF | 0.80 CHF | 305,000 | 305,000 | 302,583 | 302,583 | 236,197 CHF | 239,229 CHF | 100.00% | 100.00% |
18/12/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 305,000 | 305,000 | 303,626 | 303,626 | 242,745 CHF | 245,782 CHF | 100.00% | 100.00% |
17/12/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 310,000 | 310,000 | 305,997 | 305,997 | 250,737 CHF | 253,797 CHF | 100.00% | 100.00% |
16/12/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 310,000 | 310,000 | 307,556 | 307,556 | 252,166 CHF | 255,243 CHF | 100.00% | 100.00% |
13/12/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 300,000 | 300,000 | 299,329 | 299,329 | 232,860 CHF | 235,856 CHF | 100.00% | 100.00% |
12/12/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 310,000 | 310,000 | 308,484 | 308,484 | 250,055 CHF | 253,143 CHF | 100.00% | 100.00% |
11/12/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 315,000 | 315,000 | 310,970 | 310,970 | 253,465 CHF | 256,581 CHF | 100.00% | 100.00% |
10/12/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 315,000 | 315,000 | 313,843 | 313,843 | 258,690 CHF | 261,828 CHF | 100.00% | 100.00% |
09/12/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 271,530 CHF | 274,717 CHF | 100.00% | 100.00% |
06/12/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 325,000 | 325,000 | 322,507 | 322,507 | 280,037 CHF | 283,262 CHF | 100.00% | 100.00% |