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 | 0.70% | 1.39 CHF | 1.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 711,169 CHF | 716,169 CHF | 100.00% | 100.00% |
18/12/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 500,000 | 500,000 | 499,849 | 499,849 | 725,831 CHF | 730,831 CHF | 100.00% | 100.00% |
17/12/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 705,486 CHF | 710,486 CHF | 100.00% | 100.00% |
16/12/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 500,000 | 500,000 | 499,756 | 499,756 | 738,818 CHF | 743,818 CHF | 100.00% | 100.00% |
13/12/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 500,000 | 500,000 | 497,370 | 499,627 | 731,419 CHF | 739,760 CHF | 99.89% | 99.89% |
12/12/2024 | 0.70% | 1.34 CHF | 1.35 CHF | 500,000 | 500,000 | 499,639 | 499,639 | 709,778 CHF | 714,778 CHF | 100.00% | 100.00% |
11/12/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 500,000 | 500,000 | 499,142 | 499,142 | 681,963 CHF | 686,963 CHF | 100.00% | 100.00% |
10/12/2024 | 0.78% | 1.35 CHF | 1.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 642,286 CHF | 647,286 CHF | 100.00% | 100.00% |
09/12/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 643,514 CHF | 648,514 CHF | 99.85% | 99.85% |
06/12/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 500,000 | 500,000 | 500,000 | 499,969 | 618,574 CHF | 623,535 CHF | 100.00% | 100.00% |