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 | 1.25% | 2.37 CHF | 2.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 178,589 CHF | 180,839 CHF | 88.51% | 88.51% |
18/12/2024 | 1.21% | 2.48 CHF | 2.51 CHF | 75,000 | 75,000 | 74,297 | 74,296 | 185,021 CHF | 187,251 CHF | 100.00% | 100.00% |
17/12/2024 | 1.20% | 2.51 CHF | 2.54 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 187,063 CHF | 189,294 CHF | 100.00% | 100.00% |
16/12/2024 | 1.19% | 2.53 CHF | 2.56 CHF | 75,000 | 75,000 | 74,286 | 74,286 | 188,836 CHF | 191,067 CHF | 98.44% | 98.44% |
13/12/2024 | 1.18% | 2.54 CHF | 2.57 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 189,827 CHF | 192,058 CHF | 100.00% | 100.00% |
12/12/2024 | 1.18% | 2.55 CHF | 2.58 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 189,284 CHF | 191,515 CHF | 100.00% | 100.00% |
11/12/2024 | 1.19% | 2.53 CHF | 2.56 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 187,918 CHF | 190,149 CHF | 100.00% | 100.00% |
10/12/2024 | 1.19% | 2.51 CHF | 2.54 CHF | 75,000 | 75,000 | 74,297 | 74,296 | 187,580 CHF | 189,811 CHF | 100.00% | 100.00% |
09/12/2024 | 1.16% | 2.56 CHF | 2.59 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 192,293 CHF | 194,523 CHF | 100.00% | 100.00% |
06/12/2024 | 1.16% | 2.58 CHF | 2.61 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 192,800 CHF | 195,031 CHF | 100.00% | 100.00% |