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 | 2.19% | 0.46 CHF | 0.47 CHF | 305,000 | 305,000 | 302,581 | 302,581 | 137,146 CHF | 140,178 CHF | 100.00% | 100.00% |
18/12/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 305,000 | 305,000 | 303,584 | 303,584 | 142,535 CHF | 145,572 CHF | 100.00% | 100.00% |
17/12/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 310,000 | 310,000 | 306,001 | 306,001 | 149,335 CHF | 152,395 CHF | 99.57% | 99.57% |
16/12/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 310,000 | 310,000 | 307,511 | 307,511 | 150,781 CHF | 153,859 CHF | 100.00% | 100.00% |
13/12/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 300,000 | 300,000 | 299,277 | 299,277 | 133,953 CHF | 136,949 CHF | 100.00% | 100.00% |
12/12/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 310,000 | 310,000 | 308,433 | 308,433 | 148,788 CHF | 151,875 CHF | 100.00% | 100.00% |
11/12/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 315,000 | 315,000 | 310,831 | 310,831 | 151,525 CHF | 154,641 CHF | 100.00% | 100.00% |
10/12/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 315,000 | 315,000 | 313,843 | 313,843 | 156,842 CHF | 159,981 CHF | 100.00% | 100.00% |
09/12/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 167,709 CHF | 170,896 CHF | 100.00% | 100.00% |
06/12/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 325,000 | 325,000 | 322,507 | 322,507 | 174,800 CHF | 178,025 CHF | 100.00% | 100.00% |