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 | 3.67% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 99,166 | 99,166 | 26,832 CHF | 27,825 CHF | 99.87% | 99.87% |
18/12/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 99,167 | 99,167 | 25,013 CHF | 26,007 CHF | 100.00% | 100.00% |
17/12/2024 | 3.93% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 99,165 | 99,165 | 24,997 CHF | 25,991 CHF | 100.00% | 100.00% |
16/12/2024 | 3.96% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 99,157 | 99,157 | 24,789 CHF | 25,783 CHF | 98.89% | 98.89% |
13/12/2024 | 4.11% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 99,164 | 99,164 | 23,870 CHF | 24,863 CHF | 100.00% | 100.00% |
12/12/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 200,000 | 100,000 | 198,128 | 99,168 | 47,551 CHF | 24,794 CHF | 100.00% | 100.00% |
11/12/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 200,000 | 100,000 | 198,125 | 99,167 | 49,299 CHF | 25,669 CHF | 100.00% | 100.00% |
10/12/2024 | 4.05% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 198,121 | 99,165 | 48,479 CHF | 25,259 CHF | 100.00% | 100.00% |
09/12/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 200,000 | 100,000 | 198,128 | 99,168 | 48,361 CHF | 25,199 CHF | 100.00% | 100.00% |
06/12/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 200,000 | 100,000 | 198,122 | 99,165 | 47,627 CHF | 24,832 CHF | 100.00% | 100.00% |