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 | 0.58% | 3.96 CHF | 4.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,808 CHF | 200,971 CHF | 0.18% | 53.02% |
18/12/2024 | 0.59% | 4.27 CHF | 4.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 215,315 CHF | 216,586 CHF | 24.41% | 24.41% |
17/12/2024 | 0.52% | 4.37 CHF | 4.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 220,492 CHF | 221,641 CHF | 68.85% | 68.85% |
16/12/2024 | 0.53% | 4.45 CHF | 4.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 224,329 CHF | 225,529 CHF | 77.31% | 77.31% |
13/12/2024 | 0.54% | 4.48 CHF | 4.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 226,288 CHF | 227,522 CHF | 100.00% | 100.00% |
12/12/2024 | 0.57% | 4.52 CHF | 4.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 225,102 CHF | 226,388 CHF | 89.80% | 89.80% |
11/12/2024 | 0.56% | 4.44 CHF | 4.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 222,129 CHF | 223,366 CHF | 98.82% | 98.82% |
10/12/2024 | 0.56% | 4.39 CHF | 4.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 221,448 CHF | 222,685 CHF | 100.00% | 100.00% |
09/12/2024 | 0.66% | 4.55 CHF | 4.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 231,501 CHF | 233,031 CHF | 98.91% | 98.91% |
06/12/2024 | 0.69% | 4.60 CHF | 4.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 232,701 CHF | 234,300 CHF | 99.40% | 99.40% |