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 | 2.20% | 1.77 CHF | 1.94 CHF | 75,000 | 100,000 | 179,485 | 179,485 | 345,457 CHF | 352,871 CHF | 22.86% | 82.66% |
18/12/2024 | 1.70% | 2.27 CHF | 2.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 465,752 CHF | 473,752 CHF | 96.60% | 96.60% |
17/12/2024 | 1.57% | 2.46 CHF | 2.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 477,276 CHF | 484,845 CHF | 96.08% | 96.08% |
16/12/2024 | 0.85% | 2.39 CHF | 2.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 467,453 CHF | 471,453 CHF | 89.16% | 89.16% |
13/12/2024 | 0.82% | 2.36 CHF | 2.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 485,413 CHF | 489,413 CHF | 97.38% | 97.38% |
12/12/2024 | 0.90% | 2.43 CHF | 2.45 CHF | 200,000 | 200,000 | 185,652 | 185,652 | 448,392 CHF | 452,306 CHF | 85.23% | 85.23% |
11/12/2024 | 0.85% | 2.37 CHF | 2.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 468,417 CHF | 472,417 CHF | 97.55% | 97.55% |
10/12/2024 | 0.83% | 2.33 CHF | 2.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 480,942 CHF | 484,942 CHF | 99.82% | 99.82% |
09/12/2024 | 1.18% | 2.50 CHF | 2.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 253,715 CHF | 256,715 CHF | 100.00% | 100.00% |
06/12/2024 | 1.16% | 2.56 CHF | 2.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 256,437 CHF | 259,437 CHF | 98.18% | 98.18% |