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 | 2.77% | 0.37 CHF | 0.38 CHF | 305,000 | 305,000 | 302,582 | 302,582 | 108,240 CHF | 111,272 CHF | 100.00% | 100.00% |
18/12/2024 | 2.63% | 0.37 CHF | 0.38 CHF | 305,000 | 305,000 | 303,589 | 303,589 | 114,211 CHF | 117,249 CHF | 100.00% | 100.00% |
17/12/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 310,000 | 310,000 | 305,967 | 305,967 | 120,634 CHF | 123,693 CHF | 98.31% | 98.31% |
16/12/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 310,000 | 310,000 | 307,492 | 307,492 | 121,621 CHF | 124,699 CHF | 100.00% | 100.00% |
13/12/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 299,259 | 299,259 | 106,033 CHF | 109,029 CHF | 100.00% | 100.00% |
12/12/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 310,000 | 310,000 | 308,436 | 308,436 | 120,278 CHF | 123,365 CHF | 100.00% | 100.00% |
11/12/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 315,000 | 315,000 | 310,820 | 310,820 | 122,946 CHF | 126,062 CHF | 100.00% | 100.00% |
10/12/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 315,000 | 315,000 | 313,842 | 313,842 | 127,729 CHF | 130,867 CHF | 100.00% | 100.00% |
09/12/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 137,905 CHF | 141,092 CHF | 100.00% | 100.00% |
06/12/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 325,000 | 325,000 | 322,507 | 322,507 | 144,888 CHF | 148,113 CHF | 100.00% | 100.00% |