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 | 1.18% | 0.83 CHF | 0.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 63,289 CHF | 64,039 CHF | 100.00% | 100.00% |
18/12/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,643 CHF | 69,393 CHF | 98.71% | 98.71% |
17/12/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,935 CHF | 69,685 CHF | 100.00% | 100.00% |
16/12/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,734 CHF | 69,484 CHF | 100.00% | 100.00% |
13/12/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,282 CHF | 72,032 CHF | 100.00% | 100.00% |
12/12/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 72,205 CHF | 72,955 CHF | 98.08% | 98.08% |
11/12/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,473 CHF | 72,223 CHF | 99.74% | 99.74% |
10/12/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,284 CHF | 71,034 CHF | 100.00% | 100.00% |
09/12/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,617 CHF | 71,367 CHF | 100.00% | 100.00% |
06/12/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,144 CHF | 70,894 CHF | 100.00% | 100.00% |