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 | 1.50% | 3.42 CHF | 3.47 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 69,452 CHF | 35,250 CHF | 96.85% | 96.85% |
18/12/2024 | 1.29% | 4.17 CHF | 4.22 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 85,489 CHF | 43,301 CHF | 99.46% | 99.46% |
17/12/2024 | 1.27% | 4.41 CHF | 4.47 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 89,887 CHF | 45,519 CHF | 99.58% | 99.58% |
16/12/2024 | 1.26% | 4.59 CHF | 4.64 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 93,736 CHF | 47,461 CHF | 100.00% | 100.00% |
13/12/2024 | 1.25% | 4.67 CHF | 4.73 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 95,765 CHF | 48,487 CHF | 100.00% | 100.00% |
12/12/2024 | 1.30% | 4.78 CHF | 4.83 CHF | 20,000 | 10,000 | 20,000 | 9,552 | 94,681 CHF | 45,776 CHF | 97.51% | 97.51% |
11/12/2024 | 1.19% | 4.58 CHF | 4.64 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 91,835 CHF | 46,466 CHF | 99.03% | 99.03% |
10/12/2024 | 1.36% | 4.47 CHF | 4.53 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 91,415 CHF | 46,334 CHF | 100.00% | 100.00% |
09/12/2024 | 1.25% | 4.91 CHF | 4.97 CHF | 20,000 | 10,000 | 10,638 | 10,000 | 54,162 CHF | 51,667 CHF | 100.00% | 100.00% |
06/12/2024 | 1.24% | 5.03 CHF | 5.09 CHF | 10,000 | 7,500 | 10,075 | 7,500 | 52,084 CHF | 39,268 CHF | 99.40% | 99.40% |