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 | 0.76% | 3.62 CHF | 3.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 182,877 CHF | 184,273 CHF | 12.68% | 53.51% |
18/12/2024 | 0.59% | 3.94 CHF | 3.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 198,749 CHF | 199,930 CHF | 24.72% | 24.72% |
17/12/2024 | 0.57% | 4.04 CHF | 4.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 203,839 CHF | 204,997 CHF | 69.77% | 69.77% |
16/12/2024 | 0.55% | 4.11 CHF | 4.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 207,677 CHF | 208,820 CHF | 79.57% | 79.57% |
13/12/2024 | 0.58% | 4.15 CHF | 4.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 209,627 CHF | 210,855 CHF | 100.00% | 100.00% |
12/12/2024 | 0.60% | 4.19 CHF | 4.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 208,450 CHF | 209,713 CHF | 89.90% | 89.90% |
11/12/2024 | 0.61% | 4.11 CHF | 4.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 205,464 CHF | 206,712 CHF | 98.59% | 98.59% |
10/12/2024 | 0.56% | 4.06 CHF | 4.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 204,858 CHF | 206,009 CHF | 100.00% | 100.00% |
09/12/2024 | 0.70% | 4.22 CHF | 4.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,853 CHF | 216,353 CHF | 99.74% | 99.74% |
06/12/2024 | 0.73% | 4.27 CHF | 4.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 216,045 CHF | 217,634 CHF | 99.40% | 99.40% |