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 | 2.36% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 31,397 CHF | 32,147 CHF | 100.00% | 100.00% |
18/12/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 36,804 CHF | 37,554 CHF | 98.70% | 98.70% |
17/12/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 37,028 CHF | 37,778 CHF | 100.00% | 100.00% |
16/12/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 36,995 CHF | 37,745 CHF | 100.00% | 100.00% |
13/12/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,375 CHF | 40,125 CHF | 100.00% | 100.00% |
12/12/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,264 CHF | 41,014 CHF | 98.08% | 98.08% |
11/12/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 39,554 CHF | 40,304 CHF | 99.74% | 99.74% |
10/12/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,475 CHF | 39,225 CHF | 100.00% | 100.00% |
09/12/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,850 CHF | 39,600 CHF | 100.00% | 100.00% |
06/12/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,399 CHF | 39,149 CHF | 100.00% | 100.00% |