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 | 1.58% | 0.65 CHF | 0.66 CHF | 122,000 | 122,000 | 121,033 | 121,033 | 76,110 CHF | 77,323 CHF | 100.00% | 100.00% |
18/12/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 122,000 | 122,000 | 121,434 | 121,434 | 81,367 CHF | 82,582 CHF | 100.00% | 100.00% |
17/12/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 124,000 | 124,000 | 122,399 | 122,399 | 87,477 CHF | 88,701 CHF | 100.00% | 100.00% |
16/12/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 124,000 | 124,000 | 123,003 | 123,003 | 88,512 CHF | 89,743 CHF | 100.00% | 100.00% |
13/12/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 120,000 | 120,000 | 119,711 | 119,711 | 73,674 CHF | 74,872 CHF | 100.00% | 100.00% |
12/12/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 124,000 | 124,000 | 123,376 | 123,376 | 87,019 CHF | 88,254 CHF | 100.00% | 100.00% |
11/12/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 126,000 | 126,000 | 124,330 | 124,330 | 89,449 CHF | 90,695 CHF | 100.00% | 100.00% |
10/12/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 126,000 | 126,000 | 125,537 | 125,537 | 94,070 CHF | 95,325 CHF | 100.00% | 100.00% |
09/12/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 128,000 | 128,000 | 127,472 | 127,472 | 103,722 CHF | 104,997 CHF | 100.00% | 100.00% |
06/12/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 130,000 | 130,000 | 129,003 | 129,003 | 110,276 CHF | 111,567 CHF | 100.00% | 100.00% |