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 | 1.76% | 0.57 CHF | 0.58 CHF | 305,000 | 305,000 | 302,581 | 302,581 | 170,901 CHF | 173,933 CHF | 100.00% | 100.00% |
18/12/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 305,000 | 305,000 | 303,601 | 303,601 | 176,777 CHF | 179,815 CHF | 100.00% | 100.00% |
17/12/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 310,000 | 310,000 | 305,996 | 305,996 | 184,197 CHF | 187,257 CHF | 100.00% | 100.00% |
16/12/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 310,000 | 310,000 | 307,509 | 307,509 | 185,108 CHF | 188,185 CHF | 100.00% | 100.00% |
13/12/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 300,000 | 300,000 | 299,279 | 299,279 | 167,847 CHF | 170,843 CHF | 100.00% | 100.00% |
12/12/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 310,000 | 310,000 | 308,456 | 308,456 | 183,294 CHF | 186,381 CHF | 100.00% | 100.00% |
11/12/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 315,000 | 315,000 | 310,870 | 310,870 | 186,341 CHF | 189,457 CHF | 100.00% | 100.00% |
10/12/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 315,000 | 315,000 | 313,843 | 313,843 | 191,658 CHF | 194,796 CHF | 100.00% | 100.00% |
09/12/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 203,199 CHF | 206,386 CHF | 100.00% | 100.00% |
06/12/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 325,000 | 325,000 | 322,507 | 322,507 | 210,877 CHF | 214,102 CHF | 100.00% | 100.00% |