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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 2.27% | 0.41 CHF | 0.42 CHF | 3,000,000 | 3,000,000 | 2,998,870 | 2,998,870 | 1,312,000 CHF | 1,342,000 CHF | 99.75% | 99.75% |
27/12/2024 | 2.02% | 0.44 CHF | 0.45 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,476,170 CHF | 1,506,170 CHF | 100.00% | 100.00% |
23/12/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,353,660 CHF | 1,383,660 CHF | 100.00% | 100.00% |
20/12/2024 | 2.61% | 0.45 CHF | 0.46 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,138,330 CHF | 1,168,330 CHF | 100.00% | 100.00% |
19/12/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,328,390 CHF | 1,358,390 CHF | 99.75% | 99.75% |
18/12/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,824,280 CHF | 1,854,280 CHF | 100.00% | 100.00% |
17/12/2024 | 1.62% | 0.61 CHF | 0.62 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,838,390 CHF | 1,868,390 CHF | 99.62% | 99.62% |
16/12/2024 | 1.72% | 0.61 CHF | 0.62 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,730,340 CHF | 1,760,340 CHF | 100.00% | 100.00% |
13/12/2024 | 1.77% | 0.54 CHF | 0.55 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,679,320 CHF | 1,709,320 CHF | 100.00% | 100.00% |
12/12/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,617,650 CHF | 1,647,650 CHF | 100.00% | 100.00% |