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 | 0.83% | 2.43 CHF | 2.45 CHF | 320,000 | 320,000 | 315,246 | 315,246 | 807,300 CHF | 813,654 CHF | 100.00% | 100.00% |
27/12/2024 | 0.75% | 2.65 CHF | 2.67 CHF | 310,000 | 310,000 | 305,931 | 305,931 | 859,294 CHF | 865,448 CHF | 100.00% | 100.00% |
23/12/2024 | 0.79% | 2.62 CHF | 2.64 CHF | 320,000 | 320,000 | 315,799 | 315,799 | 843,338 CHF | 849,691 CHF | 100.00% | 100.00% |
20/12/2024 | 0.84% | 2.81 CHF | 2.83 CHF | 340,000 | 340,000 | 335,532 | 335,532 | 841,383 CHF | 848,134 CHF | 100.00% | 100.00% |
19/12/2024 | 0.76% | 2.69 CHF | 2.71 CHF | 340,000 | 340,000 | 335,542 | 335,542 | 926,516 CHF | 933,266 CHF | 100.00% | 100.00% |
18/12/2024 | 0.65% | 3.30 CHF | 3.32 CHF | 300,000 | 300,000 | 296,040 | 296,040 | 968,520 CHF | 974,476 CHF | 99.64% | 99.64% |
17/12/2024 | 0.66% | 3.23 CHF | 3.25 CHF | 290,000 | 290,000 | 286,193 | 286,193 | 920,776 CHF | 926,533 CHF | 100.00% | 100.00% |
16/12/2024 | 0.62% | 3.42 CHF | 3.44 CHF | 290,000 | 290,000 | 286,090 | 286,090 | 981,876 CHF | 987,633 CHF | 98.92% | 98.92% |
13/12/2024 | 0.61% | 3.44 CHF | 3.46 CHF | 280,000 | 280,000 | 275,800 | 275,800 | 962,737 CHF | 968,295 CHF | 98.53% | 98.53% |
12/12/2024 | 0.60% | 3.55 CHF | 3.57 CHF | 280,000 | 280,000 | 276,329 | 276,329 | 964,696 CHF | 970,256 CHF | 100.00% | 100.00% |