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 | 0.91% | 3.38 CHF | 3.41 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 65,735 CHF | 33,168 CHF | 99.48% | 99.48% |
18/12/2024 | 1.44% | 3.37 CHF | 3.42 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 69,110 CHF | 35,055 CHF | 96.58% | 96.58% |
17/12/2024 | 1.36% | 3.63 CHF | 3.68 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 73,160 CHF | 37,080 CHF | 99.56% | 99.56% |
16/12/2024 | 0.81% | 3.75 CHF | 3.78 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 73,694 CHF | 37,147 CHF | 96.53% | 96.53% |
13/12/2024 | 1.53% | 3.32 CHF | 3.37 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 64,771 CHF | 32,886 CHF | 99.51% | 99.51% |
12/12/2024 | 1.36% | 3.58 CHF | 3.63 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 72,787 CHF | 36,894 CHF | 99.56% | 99.56% |
11/12/2024 | 1.34% | 3.68 CHF | 3.73 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 74,029 CHF | 37,514 CHF | 99.53% | 99.53% |
10/12/2024 | 1.29% | 3.76 CHF | 3.81 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 77,052 CHF | 39,026 CHF | 99.50% | 99.50% |
09/12/2024 | 1.18% | 4.13 CHF | 4.18 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 83,991 CHF | 42,495 CHF | 99.55% | 99.55% |
06/12/2024 | 1.12% | 4.51 CHF | 4.56 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 88,631 CHF | 44,815 CHF | 99.55% | 99.55% |