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 | 0.66% | 23.61 CHF | 23.76 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 67,829 CHF | 68,279 CHF | 100.00% | 100.00% |
18/12/2024 | 0.82% | 20.83 CHF | 21.01 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 65,717 CHF | 66,257 CHF | 100.00% | 100.00% |
17/12/2024 | 0.68% | 24.42 CHF | 24.58 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 70,250 CHF | 70,730 CHF | 100.00% | 100.00% |
16/12/2024 | 0.70% | 21.48 CHF | 21.63 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 64,291 CHF | 64,741 CHF | 100.00% | 100.00% |
13/12/2024 | 0.86% | 21.72 CHF | 21.91 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 43,939 CHF | 44,319 CHF | 100.00% | 100.00% |
12/12/2024 | 0.73% | 25.50 CHF | 25.67 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 69,561 CHF | 70,072 CHF | 99.78% | 99.78% |