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 | 2.15% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 99,724 | 99,724 | 46,439 CHF | 47,444 CHF | 99.70% | 99.70% |
18/12/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 99,772 | 99,772 | 39,999 CHF | 41,005 CHF | 100.00% | 100.00% |
17/12/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,750 | 99,750 | 39,264 CHF | 40,270 CHF | 100.00% | 100.00% |
16/12/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 99,741 | 99,741 | 39,848 CHF | 40,853 CHF | 98.89% | 98.89% |
13/12/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 99,754 | 99,754 | 38,861 CHF | 39,866 CHF | 100.00% | 100.00% |
12/12/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 738,000 | 100,000 | 732,218 | 99,729 | 284,818 CHF | 39,798 CHF | 100.00% | 100.00% |
11/12/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 715,000 | 100,000 | 710,017 | 99,704 | 285,351 CHF | 41,073 CHF | 100.00% | 100.00% |
10/12/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 780,000 | 100,000 | 772,024 | 99,770 | 303,415 CHF | 40,222 CHF | 100.00% | 100.00% |
09/12/2024 | 2.65% | 0.38 CHF | 0.39 CHF | 787,000 | 100,000 | 780,341 | 99,779 | 293,602 CHF | 38,549 CHF | 100.00% | 100.00% |
06/12/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 792,000 | 100,000 | 785,812 | 99,785 | 292,590 CHF | 38,158 CHF | 100.00% | 100.00% |