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 | 1.60% | 0.64 CHF | 0.65 CHF | 250,000 | 250,000 | 110,862 | 110,862 | 70,208 CHF | 71,319 CHF | 99.86% | 99.86% |
18/12/2024 | 1.70% | 0.61 CHF | 0.62 CHF | 245,000 | 245,000 | 109,932 | 109,932 | 65,652 CHF | 66,754 CHF | 99.11% | 99.11% |
17/12/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 240,000 | 240,000 | 107,076 | 107,076 | 61,848 CHF | 62,921 CHF | 100.00% | 100.00% |
16/12/2024 | 1.99% | 0.56 CHF | 0.57 CHF | 240,000 | 240,000 | 104,129 | 104,129 | 54,425 CHF | 55,468 CHF | 99.83% | 99.83% |
13/12/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 230,000 | 230,000 | 102,633 | 102,633 | 51,194 CHF | 52,224 CHF | 100.00% | 100.00% |
12/12/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 230,000 | 230,000 | 102,794 | 102,794 | 49,615 CHF | 50,646 CHF | 100.00% | 100.00% |
11/12/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 230,000 | 230,000 | 102,706 | 102,706 | 48,902 CHF | 49,932 CHF | 100.00% | 100.00% |
10/12/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 230,000 | 230,000 | 102,848 | 102,848 | 48,334 CHF | 49,365 CHF | 100.00% | 100.00% |
09/12/2024 | 2.28% | 0.46 CHF | 0.47 CHF | 230,000 | 230,000 | 101,712 | 101,712 | 45,406 CHF | 46,426 CHF | 100.00% | 100.00% |
06/12/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 230,000 | 230,000 | 103,184 | 103,184 | 47,773 CHF | 48,807 CHF | 97.26% | 97.26% |