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 | 1.43% | 0.70 CHF | 0.71 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 103,968 CHF | 105,468 CHF | 100.00% | 100.00% |
18/12/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 98,890 CHF | 100,390 CHF | 98.72% | 98.72% |
17/12/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 98,376 CHF | 99,876 CHF | 100.00% | 100.00% |
16/12/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 98,728 CHF | 100,228 CHF | 100.00% | 100.00% |
13/12/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 96,426 CHF | 97,926 CHF | 100.00% | 100.00% |
12/12/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 95,809 CHF | 97,309 CHF | 98.06% | 98.06% |
11/12/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 96,713 CHF | 98,213 CHF | 99.74% | 99.74% |
10/12/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 97,751 CHF | 99,251 CHF | 100.00% | 100.00% |
09/12/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 97,397 CHF | 98,897 CHF | 100.00% | 100.00% |
06/12/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 98,450 CHF | 99,950 CHF | 100.00% | 100.00% |