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 | 1.23% | 0.82 CHF | 0.83 CHF | 975,000 | 325,000 | 975,000 | 325,000 | 789,032 CHF | 266,261 CHF | 98.95% | 98.95% |
18/12/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 975,000 | 325,000 | 975,000 | 325,000 | 808,256 CHF | 272,669 CHF | 99.03% | 99.03% |
17/12/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 975,000 | 325,000 | 975,000 | 325,000 | 827,088 CHF | 278,946 CHF | 99.03% | 99.03% |
16/12/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 975,000 | 325,000 | 975,000 | 325,000 | 827,690 CHF | 279,147 CHF | 98.97% | 98.97% |
13/12/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 975,000 | 325,000 | 975,000 | 325,000 | 785,922 CHF | 265,224 CHF | 87.93% | 87.93% |
12/12/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 975,000 | 325,000 | 975,000 | 325,000 | 819,562 CHF | 276,437 CHF | 76.85% | 76.85% |
11/12/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 975,000 | 325,000 | 975,000 | 325,000 | 822,602 CHF | 277,451 CHF | 98.79% | 98.79% |
10/12/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 975,000 | 325,000 | 975,000 | 325,000 | 832,248 CHF | 280,666 CHF | 98.94% | 98.94% |
09/12/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 975,000 | 325,000 | 975,000 | 325,000 | 859,443 CHF | 289,731 CHF | 98.99% | 98.99% |
06/12/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 975,000 | 325,000 | 975,000 | 325,000 | 875,668 CHF | 295,139 CHF | 98.59% | 98.59% |