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 | 0.90% | 1.14 CHF | 1.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 552,190 CHF | 557,190 CHF | 100.00% | 100.00% |
18/12/2024 | 0.93% | 1.03 CHF | 1.04 CHF | 500,000 | 500,000 | 499,841 | 499,841 | 533,262 CHF | 538,262 CHF | 100.00% | 100.00% |
17/12/2024 | 0.89% | 1.15 CHF | 1.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 558,511 CHF | 563,512 CHF | 100.00% | 100.00% |
16/12/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 500,000 | 500,000 | 499,730 | 499,730 | 519,788 CHF | 524,788 CHF | 100.00% | 100.00% |
13/12/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 500,000 | 500,000 | 499,603 | 499,603 | 527,782 CHF | 532,782 CHF | 100.00% | 100.00% |
12/12/2024 | 0.91% | 1.17 CHF | 1.18 CHF | 500,000 | 500,000 | 499,640 | 499,640 | 545,361 CHF | 550,361 CHF | 100.00% | 100.00% |
11/12/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 500,000 | 500,000 | 499,138 | 499,138 | 566,573 CHF | 571,573 CHF | 100.00% | 100.00% |
10/12/2024 | 0.82% | 1.15 CHF | 1.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 604,601 CHF | 609,601 CHF | 100.00% | 100.00% |
09/12/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 602,006 CHF | 607,006 CHF | 99.89% | 99.89% |
06/12/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 627,194 CHF | 632,194 CHF | 100.00% | 100.00% |