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 | 0.85% | 6.01 CHF | 6.06 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,774 CHF | 59,274 CHF | 99.48% | 99.48% |
18/12/2024 | 0.81% | 6.01 CHF | 6.06 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 61,364 CHF | 61,864 CHF | 96.57% | 96.57% |
17/12/2024 | 0.78% | 6.38 CHF | 6.43 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,244 CHF | 64,744 CHF | 99.56% | 99.56% |
16/12/2024 | 0.77% | 6.54 CHF | 6.59 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,422 CHF | 64,922 CHF | 96.52% | 96.52% |
13/12/2024 | 0.86% | 5.95 CHF | 6.00 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,238 CHF | 58,738 CHF | 99.51% | 99.51% |
12/12/2024 | 0.78% | 6.30 CHF | 6.35 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 63,780 CHF | 64,280 CHF | 99.56% | 99.56% |
11/12/2024 | 0.77% | 6.43 CHF | 6.48 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 64,591 CHF | 65,091 CHF | 99.53% | 99.53% |
10/12/2024 | 0.75% | 6.54 CHF | 6.59 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 66,631 CHF | 67,131 CHF | 99.50% | 99.50% |
09/12/2024 | 0.70% | 7.04 CHF | 7.09 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 71,383 CHF | 71,883 CHF | 99.54% | 99.54% |
06/12/2024 | 1.34% | 7.52 CHF | 7.62 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 74,232 CHF | 37,616 CHF | 99.55% | 99.55% |