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 | 1.89% | 0.53 CHF | 0.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 78,425 CHF | 79,925 CHF | 100.00% | 100.00% |
18/12/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 73,355 CHF | 74,855 CHF | 98.72% | 98.72% |
17/12/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 72,841 CHF | 74,341 CHF | 100.00% | 100.00% |
16/12/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 73,188 CHF | 74,688 CHF | 100.00% | 100.00% |
13/12/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 70,845 CHF | 72,345 CHF | 100.00% | 100.00% |
12/12/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 70,285 CHF | 71,785 CHF | 98.10% | 98.10% |
11/12/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 71,144 CHF | 72,644 CHF | 99.74% | 99.74% |
10/12/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 72,226 CHF | 73,726 CHF | 100.00% | 100.00% |
09/12/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 71,820 CHF | 73,320 CHF | 100.00% | 100.00% |
06/12/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 72,899 CHF | 74,399 CHF | 100.00% | 100.00% |