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 | 0.59% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 84,423 CHF | 84,918 CHF | 99.96% | 99.96% |
18/12/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 85,877 CHF | 86,372 CHF | 100.00% | 100.00% |
17/12/2024 | 0.59% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 84,018 CHF | 84,514 CHF | 100.00% | 100.00% |
16/12/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 87,210 CHF | 87,706 CHF | 98.41% | 98.41% |
13/12/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 86,770 CHF | 87,265 CHF | 100.00% | 100.00% |
12/12/2024 | 0.59% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 84,271 CHF | 84,766 CHF | 100.00% | 100.00% |
11/12/2024 | 0.61% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 81,516 CHF | 82,012 CHF | 100.00% | 100.00% |
10/12/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 77,405 CHF | 77,900 CHF | 100.00% | 100.00% |
09/12/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 77,485 CHF | 77,980 CHF | 100.00% | 100.00% |
06/12/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 75,109 CHF | 75,605 CHF | 100.00% | 100.00% |