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 | 1.54% | 0.63 CHF | 0.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 48,371 CHF | 49,121 CHF | 100.00% | 100.00% |
18/12/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,711 CHF | 54,461 CHF | 98.71% | 98.71% |
17/12/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,058 CHF | 54,808 CHF | 100.00% | 100.00% |
16/12/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 53,845 CHF | 54,595 CHF | 100.00% | 100.00% |
13/12/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,374 CHF | 57,124 CHF | 100.00% | 100.00% |
12/12/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,327 CHF | 58,077 CHF | 98.05% | 98.05% |
11/12/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,628 CHF | 57,378 CHF | 99.74% | 99.74% |
10/12/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,408 CHF | 56,158 CHF | 100.00% | 100.00% |
09/12/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,774 CHF | 56,524 CHF | 100.00% | 100.00% |
06/12/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,198 CHF | 55,948 CHF | 100.00% | 100.00% |