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 | - | 1.29 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 52.97% |
18/12/2024 | - | 1.61 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 33.59% |
17/12/2024 | - | 1.71 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 87.16% |
16/12/2024 | 1.28% | 1.78 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,057 CHF | 93,242 CHF | 44.10% | 99.69% |
13/12/2024 | 1.35% | 1.81 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,948 CHF | 94,211 CHF | 100.00% | 100.00% |
12/12/2024 | 1.28% | 1.85 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,864 CHF | 93,051 CHF | 94.56% | 94.56% |
11/12/2024 | 1.38% | 1.77 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,871 CHF | 90,106 CHF | 98.70% | 98.70% |
10/12/2024 | 1.33% | 1.73 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,303 CHF | 89,485 CHF | 100.00% | 100.00% |
09/12/2024 | 1.59% | 1.89 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,268 CHF | 99,841 CHF | 99.40% | 99.40% |
06/12/2024 | 1.59% | 1.94 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,515 CHF | 101,106 CHF | 99.40% | 99.40% |