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 | 3.54% | 0.26 CHF | 0.27 CHF | 200,000 | 100,000 | 183,821 | 99,817 | 51,049 CHF | 28,764 CHF | 98.42% | 98.42% |
18/12/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 150,000 | 100,000 | 142,319 | 100,000 | 51,697 CHF | 37,366 CHF | 99.65% | 99.65% |
17/12/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 123,469 | 100,000 | 51,841 CHF | 43,024 CHF | 99.39% | 99.39% |
16/12/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 126,580 | 100,000 | 52,171 CHF | 42,247 CHF | 100.00% | 100.00% |
13/12/2024 | 2.00% | 0.45 CHF | 0.46 CHF | 120,000 | 100,000 | 104,280 | 100,000 | 51,632 CHF | 50,610 CHF | 100.00% | 100.00% |
12/12/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 98,624 | 95,541 | 52,265 CHF | 51,432 CHF | 97.51% | 97.51% |
11/12/2024 | 1.99% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 106,419 | 100,000 | 52,895 CHF | 50,790 CHF | 99.33% | 99.33% |
10/12/2024 | 1.77% | 0.52 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,981 CHF | 56,981 CHF | 100.00% | 100.00% |
09/12/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,211 CHF | 61,211 CHF | 100.00% | 100.00% |
06/12/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,691 CHF | 56,691 CHF | 99.55% | 99.55% |