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 | 7.09% | 0.14 CHF | 0.14 CHF | 708,200 | 708,200 | 316,195 | 316,195 | 43,313 CHF | 46,481 CHF | 99.90% | 99.90% |
18/12/2024 | 6.22% | 0.16 CHF | 0.17 CHF | 576,200 | 576,200 | 257,570 | 256,998 | 41,088 CHF | 43,576 CHF | 99.46% | 99.46% |
17/12/2024 | 6.38% | 0.17 CHF | 0.18 CHF | 619,600 | 619,600 | 279,394 | 279,394 | 43,677 CHF | 46,477 CHF | 100.00% | 100.00% |
16/12/2024 | 6.13% | 0.16 CHF | 0.17 CHF | 534,400 | 534,400 | 233,953 | 233,953 | 37,740 CHF | 40,084 CHF | 99.99% | 99.99% |
13/12/2024 | 5.09% | 0.18 CHF | 0.19 CHF | 468,900 | 468,900 | 202,879 | 202,879 | 38,644 CHF | 40,677 CHF | 100.00% | 100.00% |
12/12/2024 | 5.10% | 0.22 CHF | 0.23 CHF | 467,700 | 467,700 | 194,081 | 194,083 | 42,552 CHF | 44,624 CHF | 99.86% | 99.86% |
11/12/2024 | 6.10% | 0.20 CHF | 0.21 CHF | 445,200 | 445,200 | 197,878 | 197,878 | 39,762 CHF | 42,036 CHF | 100.00% | 100.00% |
10/12/2024 | 5.83% | 0.23 CHF | 0.24 CHF | 354,700 | 354,700 | 157,888 | 157,888 | 34,806 CHF | 36,624 CHF | 100.00% | 100.00% |
09/12/2024 | 3.62% | 0.30 CHF | 0.31 CHF | 508,900 | 508,900 | 227,720 | 227,720 | 65,480 CHF | 67,768 CHF | 100.00% | 100.00% |
06/12/2024 | 5.49% | 0.18 CHF | 0.19 CHF | 626,400 | 626,400 | 279,512 | 279,512 | 50,626 CHF | 53,426 CHF | 100.00% | 100.00% |