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 | 2.34% | 0.40 CHF | 0.41 CHF | 57,000 | 57,000 | 54,578 | 54,578 | 23,147 CHF | 23,694 CHF | 100.00% | 100.00% |
18/12/2024 | 1.94% | 0.48 CHF | 0.49 CHF | 56,000 | 56,000 | 53,615 | 53,615 | 27,412 CHF | 27,949 CHF | 100.00% | 100.00% |
17/12/2024 | 1.88% | 0.55 CHF | 0.56 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 28,186 CHF | 28,722 CHF | 100.00% | 100.00% |
16/12/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 55,000 | 55,000 | 53,071 | 53,071 | 32,451 CHF | 32,982 CHF | 100.00% | 100.00% |
13/12/2024 | 1.42% | 0.65 CHF | 0.66 CHF | 54,000 | 54,000 | 52,347 | 52,347 | 36,751 CHF | 37,274 CHF | 100.00% | 100.00% |
12/12/2024 | 1.20% | 0.75 CHF | 0.76 CHF | 53,000 | 53,000 | 51,078 | 51,078 | 42,482 CHF | 42,994 CHF | 100.00% | 100.00% |
11/12/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 52,000 | 52,000 | 51,171 | 51,171 | 42,697 CHF | 43,210 CHF | 100.00% | 100.00% |
10/12/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 43,774 CHF | 44,284 CHF | 100.00% | 100.00% |
09/12/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 52,000 | 52,000 | 50,817 | 50,817 | 45,015 CHF | 45,523 CHF | 100.00% | 100.00% |
06/12/2024 | 1.39% | 0.67 CHF | 0.68 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 37,638 CHF | 38,165 CHF | 100.00% | 100.00% |