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 | 1.38% | 0.74 CHF | 0.75 CHF | 122,000 | 122,000 | 121,033 | 121,033 | 87,291 CHF | 88,504 CHF | 100.00% | 100.00% |
18/12/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 122,000 | 122,000 | 121,434 | 121,434 | 92,692 CHF | 93,907 CHF | 100.00% | 100.00% |
17/12/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 124,000 | 124,000 | 122,399 | 122,399 | 98,974 CHF | 100,198 CHF | 100.00% | 100.00% |
16/12/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 124,000 | 124,000 | 122,998 | 122,998 | 99,947 CHF | 101,178 CHF | 100.00% | 100.00% |
13/12/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 120,000 | 120,000 | 119,705 | 119,705 | 84,877 CHF | 86,075 CHF | 100.00% | 100.00% |
12/12/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 124,000 | 124,000 | 123,376 | 123,376 | 98,560 CHF | 99,795 CHF | 100.00% | 100.00% |
11/12/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 126,000 | 126,000 | 124,331 | 124,331 | 100,960 CHF | 102,207 CHF | 100.00% | 100.00% |
10/12/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 126,000 | 126,000 | 125,537 | 125,537 | 105,634 CHF | 106,890 CHF | 100.00% | 100.00% |
09/12/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 128,000 | 128,000 | 127,472 | 127,472 | 115,518 CHF | 116,793 CHF | 100.00% | 100.00% |
06/12/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 130,000 | 130,000 | 129,003 | 129,003 | 122,158 CHF | 123,448 CHF | 100.00% | 100.00% |