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 | 1.29% | 0.75 CHF | 0.76 CHF | 122,000 | 122,000 | 121,033 | 121,033 | 93,429 CHF | 94,642 CHF | 100.00% | 100.00% |
18/12/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 122,000 | 122,000 | 121,428 | 121,428 | 89,618 CHF | 90,833 CHF | 100.00% | 100.00% |
17/12/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 124,000 | 124,000 | 122,399 | 122,399 | 85,437 CHF | 86,661 CHF | 100.00% | 100.00% |
16/12/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 124,000 | 124,000 | 122,993 | 122,993 | 84,767 CHF | 85,997 CHF | 100.00% | 100.00% |
13/12/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 120,000 | 120,000 | 119,700 | 119,700 | 95,342 CHF | 96,540 CHF | 100.00% | 100.00% |
12/12/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 124,000 | 124,000 | 123,370 | 123,370 | 86,207 CHF | 87,442 CHF | 100.00% | 100.00% |
11/12/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 126,000 | 126,000 | 124,313 | 124,313 | 84,506 CHF | 85,752 CHF | 100.00% | 100.00% |
10/12/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 126,000 | 126,000 | 125,537 | 125,537 | 81,409 CHF | 82,664 CHF | 100.00% | 100.00% |
09/12/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 128,000 | 128,000 | 127,472 | 127,472 | 74,921 CHF | 76,196 CHF | 100.00% | 100.00% |
06/12/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 130,000 | 130,000 | 129,003 | 129,003 | 70,675 CHF | 71,965 CHF | 100.00% | 100.00% |