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 | 1.94% | 0.50 CHF | 0.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,234 CHF | 38,984 CHF | 100.00% | 100.00% |
18/12/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,654 CHF | 44,404 CHF | 98.70% | 98.70% |
17/12/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,855 CHF | 44,605 CHF | 100.00% | 100.00% |
16/12/2024 | 1.70% | 0.60 CHF | 0.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 43,789 CHF | 44,539 CHF | 100.00% | 100.00% |
13/12/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 46,216 CHF | 46,966 CHF | 100.00% | 100.00% |
12/12/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 47,113 CHF | 47,863 CHF | 98.08% | 98.08% |
11/12/2024 | 1.60% | 0.63 CHF | 0.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 46,384 CHF | 47,134 CHF | 99.74% | 99.74% |
10/12/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 45,266 CHF | 46,016 CHF | 100.00% | 100.00% |
09/12/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 45,634 CHF | 46,384 CHF | 100.00% | 100.00% |
06/12/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 45,259 CHF | 46,009 CHF | 100.00% | 100.00% |