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 | 0.77% | 1.27 CHF | 1.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 650,583 CHF | 655,583 CHF | 100.00% | 100.00% |
18/12/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 500,000 | 500,000 | 499,858 | 499,858 | 665,386 CHF | 670,386 CHF | 100.00% | 100.00% |
17/12/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 644,936 CHF | 649,936 CHF | 100.00% | 100.00% |
16/12/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 500,000 | 500,000 | 499,747 | 499,747 | 678,596 CHF | 683,596 CHF | 100.00% | 100.00% |
13/12/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 500,000 | 500,000 | 499,622 | 499,624 | 674,482 CHF | 679,486 CHF | 100.00% | 100.00% |
12/12/2024 | 0.77% | 1.22 CHF | 1.23 CHF | 500,000 | 500,000 | 499,633 | 499,654 | 649,850 CHF | 654,878 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 500,000 | 500,000 | 499,176 | 499,176 | 622,983 CHF | 627,983 CHF | 100.00% | 100.00% |
10/12/2024 | 0.85% | 1.23 CHF | 1.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 582,914 CHF | 587,914 CHF | 100.00% | 100.00% |
09/12/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 584,005 CHF | 589,005 CHF | 99.87% | 99.87% |
06/12/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 559,253 CHF | 564,253 CHF | 100.00% | 100.00% |