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 | 0.84% | 1.20 CHF | 1.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 178,643 CHF | 180,143 CHF | 100.00% | 100.00% |
18/12/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 173,464 CHF | 174,964 CHF | 98.72% | 98.72% |
17/12/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 173,271 CHF | 174,771 CHF | 100.00% | 100.00% |
16/12/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 173,572 CHF | 175,072 CHF | 100.00% | 100.00% |
13/12/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 171,199 CHF | 172,699 CHF | 100.00% | 100.00% |
12/12/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 170,677 CHF | 172,177 CHF | 98.07% | 98.07% |
11/12/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 171,406 CHF | 172,906 CHF | 99.74% | 99.74% |
10/12/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 172,635 CHF | 174,135 CHF | 100.00% | 100.00% |
09/12/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 172,231 CHF | 173,731 CHF | 100.00% | 100.00% |
06/12/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 173,278 CHF | 174,778 CHF | 100.00% | 100.00% |