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 | 0.37% | 24.81 CHF | 24.90 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 145,405 CHF | 145,945 CHF | 100.00% | 100.00% |
18/12/2024 | 0.42% | 23.14 CHF | 23.24 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 118,567 CHF | 119,067 CHF | 100.00% | 100.00% |
17/12/2024 | 0.37% | 25.03 CHF | 25.12 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 147,070 CHF | 147,610 CHF | 100.00% | 100.00% |
16/12/2024 | 0.38% | 23.40 CHF | 23.49 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 140,260 CHF | 140,800 CHF | 100.00% | 100.00% |
13/12/2024 | 0.42% | 23.47 CHF | 23.57 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 118,091 CHF | 118,591 CHF | 100.00% | 100.00% |
12/12/2024 | 0.37% | 25.35 CHF | 25.44 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 144,796 CHF | 145,336 CHF | 99.74% | 99.74% |