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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 80,819 CHF | 82,319 CHF | 98.08% | 98.08% |
27/12/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 80,859 CHF | 82,359 CHF | 100.00% | 100.00% |
23/12/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 77,859 CHF | 79,359 CHF | 99.57% | 99.57% |
20/12/2024 | 2.02% | 0.51 CHF | 0.52 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 73,585 CHF | 75,085 CHF | 100.00% | 100.00% |
19/12/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 76,156 CHF | 77,656 CHF | 100.00% | 100.00% |
18/12/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 81,376 CHF | 82,876 CHF | 98.73% | 98.73% |
17/12/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 81,743 CHF | 83,243 CHF | 100.00% | 100.00% |
16/12/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 81,483 CHF | 82,983 CHF | 100.00% | 100.00% |
13/12/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 83,972 CHF | 85,472 CHF | 100.00% | 100.00% |
12/12/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 84,949 CHF | 86,449 CHF | 98.05% | 98.05% |