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 | 1.47% | 0.65 CHF | 0.66 CHF | 122,000 | 122,000 | 121,033 | 121,033 | 81,979 CHF | 83,192 CHF | 100.00% | 100.00% |
18/12/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 122,000 | 122,000 | 121,429 | 121,429 | 78,036 CHF | 79,251 CHF | 100.00% | 100.00% |
17/12/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 124,000 | 124,000 | 122,399 | 122,399 | 73,726 CHF | 74,950 CHF | 100.00% | 100.00% |
16/12/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 124,000 | 124,000 | 122,997 | 122,997 | 72,982 CHF | 74,213 CHF | 100.00% | 100.00% |
13/12/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 120,000 | 120,000 | 119,706 | 119,706 | 83,925 CHF | 85,123 CHF | 100.00% | 100.00% |
12/12/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 124,000 | 124,000 | 123,368 | 123,368 | 74,473 CHF | 75,708 CHF | 100.00% | 100.00% |
11/12/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 126,000 | 126,000 | 124,315 | 124,315 | 72,647 CHF | 73,894 CHF | 100.00% | 100.00% |
10/12/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 126,000 | 126,000 | 125,537 | 125,537 | 69,636 CHF | 70,892 CHF | 100.00% | 100.00% |
09/12/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 128,000 | 128,000 | 127,472 | 127,472 | 62,944 CHF | 64,218 CHF | 100.00% | 100.00% |
06/12/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 130,000 | 130,000 | 129,003 | 129,003 | 58,516 CHF | 59,806 CHF | 100.00% | 100.00% |