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 | 106.35% | 0.01 CHF | 0.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,495 CHF | 10,995 CHF | 15.39% | 21.73% |
18/12/2024 | 22.03% | 0.13 CHF | 0.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 40,692 CHF | 50,692 CHF | 94.31% | 94.31% |
17/12/2024 | 17.91% | 0.23 CHF | 0.27 CHF | 250,000 | 250,000 | 253,775 | 250,000 | 49,315 CHF | 58,290 CHF | 91.72% | 91.72% |
16/12/2024 | 6.62% | 0.20 CHF | 0.22 CHF | 250,000 | 250,000 | 285,712 | 250,000 | 50,848 CHF | 47,804 CHF | 100.00% | 100.00% |
13/12/2024 | 7.94% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,617 | 250,000 | 56,121 CHF | 60,661 CHF | 97.38% | 97.38% |
12/12/2024 | 6.41% | 0.23 CHF | 0.25 CHF | 250,000 | 250,000 | 247,593 | 245,329 | 56,931 CHF | 60,073 CHF | 96.13% | 96.13% |
11/12/2024 | 4.93% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 260,148 | 250,000 | 51,508 CHF | 52,147 CHF | 97.55% | 97.55% |
10/12/2024 | 4.32% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,066 | 250,000 | 56,995 CHF | 59,483 CHF | 99.80% | 99.80% |
09/12/2024 | 8.14% | 0.27 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 57,047 CHF | 61,917 CHF | 100.00% | 100.00% |
06/12/2024 | 7.05% | 0.30 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 60,324 CHF | 64,750 CHF | 98.18% | 98.18% |