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 | 0.89% | 1.10 CHF | 1.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 83,751 CHF | 84,501 CHF | 100.00% | 100.00% |
18/12/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,125 CHF | 89,875 CHF | 98.72% | 98.72% |
17/12/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,424 CHF | 90,174 CHF | 100.00% | 100.00% |
16/12/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 89,355 CHF | 90,105 CHF | 100.00% | 100.00% |
13/12/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,707 CHF | 92,457 CHF | 100.00% | 100.00% |
12/12/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,640 CHF | 93,390 CHF | 98.10% | 98.10% |
11/12/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,944 CHF | 92,694 CHF | 99.74% | 99.74% |
10/12/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,799 CHF | 91,549 CHF | 100.00% | 100.00% |
09/12/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 91,124 CHF | 91,874 CHF | 100.00% | 100.00% |
06/12/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,529 CHF | 91,279 CHF | 100.00% | 100.00% |