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 | 1.48% | 0.67 CHF | 0.68 CHF | 295,000 | 295,000 | 296,610 | 296,610 | 198,704 CHF | 201,672 CHF | 59.18% | 59.18% |
27/12/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300,000 | 300,000 | 300,426 | 300,426 | 205,551 CHF | 208,556 CHF | 99.66% | 99.66% |
23/12/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 310,000 | 310,000 | 308,113 | 308,113 | 219,783 CHF | 222,864 CHF | 97.94% | 97.94% |
20/12/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 300,000 | 300,000 | 304,578 | 304,578 | 209,225 CHF | 212,271 CHF | 100.00% | 100.00% |
19/12/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 305,000 | 305,000 | 302,581 | 302,581 | 206,929 CHF | 209,961 CHF | 100.00% | 100.00% |
18/12/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 305,000 | 305,000 | 303,640 | 303,640 | 212,845 CHF | 215,883 CHF | 100.00% | 100.00% |
17/12/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 310,000 | 310,000 | 305,994 | 305,994 | 220,663 CHF | 223,723 CHF | 99.85% | 99.85% |
16/12/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 310,000 | 310,000 | 307,548 | 307,548 | 221,830 CHF | 224,907 CHF | 100.00% | 100.00% |
13/12/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 300,000 | 300,000 | 299,317 | 299,317 | 203,393 CHF | 206,389 CHF | 100.00% | 100.00% |
12/12/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 310,000 | 310,000 | 308,500 | 308,500 | 219,836 CHF | 222,924 CHF | 100.00% | 100.00% |