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 | 0.95% | 2.96 CHF | 2.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,558 CHF | 150,988 CHF | 12.78% | 51.93% |
18/12/2024 | 0.69% | 3.27 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,514 CHF | 166,665 CHF | 24.75% | 24.75% |
17/12/2024 | 0.67% | 3.37 CHF | 3.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,511 CHF | 171,664 CHF | 73.24% | 73.24% |
16/12/2024 | 0.68% | 3.45 CHF | 3.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,416 CHF | 175,609 CHF | 83.00% | 83.00% |
13/12/2024 | 0.70% | 3.48 CHF | 3.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,288 CHF | 177,522 CHF | 100.00% | 100.00% |
12/12/2024 | 0.73% | 3.52 CHF | 3.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,115 CHF | 176,398 CHF | 95.03% | 95.03% |
11/12/2024 | 0.67% | 3.44 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,213 CHF | 173,369 CHF | 98.70% | 98.70% |
10/12/2024 | 0.68% | 3.39 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,509 CHF | 172,685 CHF | 100.00% | 100.00% |
09/12/2024 | 0.89% | 3.56 CHF | 3.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,512 CHF | 183,142 CHF | 99.74% | 99.74% |
06/12/2024 | 0.87% | 3.60 CHF | 3.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 182,701 CHF | 184,300 CHF | 99.40% | 99.40% |