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 | 1.65% | 1.62 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,890 CHF | 84,265 CHF | 13.76% | 53.33% |
18/12/2024 | 1.18% | 1.94 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,762 CHF | 99,938 CHF | 30.24% | 30.24% |
17/12/2024 | 1.10% | 2.04 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,855 CHF | 105,008 CHF | 95.59% | 95.59% |
16/12/2024 | 1.06% | 2.11 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,686 CHF | 108,831 CHF | 100.00% | 100.00% |
13/12/2024 | 1.11% | 2.15 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,627 CHF | 110,855 CHF | 100.00% | 100.00% |
12/12/2024 | 1.12% | 2.19 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,500 CHF | 109,723 CHF | 94.61% | 94.61% |
11/12/2024 | 1.10% | 2.11 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,551 CHF | 106,713 CHF | 98.70% | 98.70% |
10/12/2024 | 1.14% | 2.06 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,898 CHF | 106,104 CHF | 100.00% | 100.00% |
09/12/2024 | 1.41% | 2.22 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,856 CHF | 116,481 CHF | 99.40% | 99.40% |
06/12/2024 | 1.34% | 2.27 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,135 CHF | 117,704 CHF | 99.40% | 99.40% |