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 | 2.00% | 38.35 CHF | 39.12 CHF | 5,000 | 6,000 | 5,306 | 6,000 | 208,317 CHF | 240,344 CHF | 100.00% | 100.00% |
18/12/2024 | 2.00% | 42.17 CHF | 43.02 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 254,954 CHF | 260,107 CHF | 100.00% | 100.00% |
17/12/2024 | 2.00% | 43.54 CHF | 44.42 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 263,764 CHF | 269,087 CHF | 100.00% | 100.00% |
16/12/2024 | 2.00% | 44.02 CHF | 44.91 CHF | 6,000 | 5,800 | 6,000 | 5,804 | 258,768 CHF | 255,353 CHF | 100.00% | 100.00% |
13/12/2024 | 2.00% | 43.20 CHF | 44.07 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 260,349 CHF | 265,608 CHF | 100.00% | 100.00% |
12/12/2024 | 2.00% | 45.09 CHF | 46.00 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 268,185 CHF | 273,606 CHF | 100.00% | 100.00% |
11/12/2024 | 2.00% | 44.09 CHF | 44.98 CHF | 6,000 | 5,500 | 6,000 | 5,520 | 258,043 CHF | 242,195 CHF | 100.00% | 100.00% |
10/12/2024 | 2.00% | 40.26 CHF | 41.07 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 257,046 CHF | 262,242 CHF | 100.00% | 100.00% |
09/12/2024 | 2.00% | 47.98 CHF | 48.95 CHF | 6,000 | 5,400 | 6,000 | 5,886 | 288,688 CHF | 288,933 CHF | 100.00% | 100.00% |
06/12/2024 | 2.00% | 50.12 CHF | 51.13 CHF | 6,000 | 6,000 | 6,000 | 6,000 | 287,248 CHF | 293,053 CHF | 100.00% | 100.00% |