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 | 1.23% | 0.84 CHF | 0.85 CHF | 122,000 | 122,000 | 121,033 | 121,033 | 98,518 CHF | 99,731 CHF | 100.00% | 100.00% |
18/12/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 122,000 | 122,000 | 121,430 | 121,430 | 104,041 CHF | 105,256 CHF | 100.00% | 100.00% |
17/12/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 124,000 | 124,000 | 122,399 | 122,399 | 110,428 CHF | 111,652 CHF | 100.00% | 100.00% |
16/12/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 124,000 | 124,000 | 123,000 | 123,000 | 111,470 CHF | 112,701 CHF | 100.00% | 100.00% |
13/12/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 120,000 | 120,000 | 119,707 | 119,707 | 96,119 CHF | 97,317 CHF | 100.00% | 100.00% |
12/12/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 124,000 | 124,000 | 123,370 | 123,370 | 109,982 CHF | 111,217 CHF | 100.00% | 100.00% |
11/12/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 126,000 | 126,000 | 124,321 | 124,321 | 112,495 CHF | 113,742 CHF | 100.00% | 100.00% |
10/12/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 126,000 | 126,000 | 125,537 | 125,537 | 117,198 CHF | 118,453 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 128,000 | 128,000 | 127,472 | 127,472 | 127,279 CHF | 128,554 CHF | 100.00% | 100.00% |
06/12/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 130,000 | 130,000 | 129,003 | 129,003 | 134,087 CHF | 135,377 CHF | 100.00% | 100.00% |