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 | 1.04% | 0.92 CHF | 0.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 478,642 CHF | 483,642 CHF | 100.00% | 100.00% |
18/12/2024 | 1.01% | 1.03 CHF | 1.04 CHF | 500,000 | 500,000 | 499,843 | 499,843 | 494,450 CHF | 499,450 CHF | 100.00% | 100.00% |
17/12/2024 | 1.05% | 0.90 CHF | 0.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 473,432 CHF | 478,432 CHF | 100.00% | 100.00% |
16/12/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 500,000 | 500,000 | 499,751 | 499,751 | 507,373 CHF | 512,373 CHF | 100.00% | 100.00% |
13/12/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 500,000 | 500,000 | 499,574 | 499,623 | 503,485 CHF | 508,533 CHF | 100.00% | 100.00% |
12/12/2024 | 1.04% | 0.88 CHF | 0.89 CHF | 500,000 | 500,000 | 499,539 | 499,637 | 479,874 CHF | 484,964 CHF | 100.00% | 100.00% |
11/12/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 500,000 | 500,000 | 499,054 | 499,136 | 453,512 CHF | 458,586 CHF | 100.00% | 100.00% |
10/12/2024 | 1.20% | 0.89 CHF | 0.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 414,156 CHF | 419,156 CHF | 100.00% | 100.00% |
09/12/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 415,852 CHF | 420,852 CHF | 99.85% | 99.85% |
06/12/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 500,000 | 500,000 | 500,000 | 499,953 | 391,158 CHF | 396,121 CHF | 100.00% | 100.00% |