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 | 5.16% | 0.21 CHF | 0.22 CHF | 75,000 | 75,000 | 74,831 | 74,831 | 14,293 CHF | 15,042 CHF | 99.75% | 99.75% |
18/12/2024 | 5.70% | 0.18 CHF | 0.19 CHF | 75,000 | 75,000 | 74,833 | 74,833 | 12,877 CHF | 13,627 CHF | 100.00% | 100.00% |
17/12/2024 | 5.83% | 0.17 CHF | 0.18 CHF | 75,000 | 75,000 | 74,826 | 74,826 | 12,597 CHF | 13,346 CHF | 99.62% | 99.62% |
16/12/2024 | 5.94% | 0.17 CHF | 0.18 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 12,353 CHF | 13,102 CHF | 100.00% | 100.00% |
13/12/2024 | 6.34% | 0.16 CHF | 0.17 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 11,550 CHF | 12,299 CHF | 100.00% | 100.00% |
12/12/2024 | 6.32% | 0.16 CHF | 0.17 CHF | 75,000 | 75,000 | 74,835 | 74,835 | 11,584 CHF | 12,333 CHF | 100.00% | 100.00% |
11/12/2024 | 5.95% | 0.15 CHF | 0.16 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 12,347 CHF | 13,096 CHF | 100.00% | 100.00% |
10/12/2024 | 6.18% | 0.16 CHF | 0.17 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 11,852 CHF | 12,601 CHF | 100.00% | 100.00% |
09/12/2024 | 6.13% | 0.16 CHF | 0.17 CHF | 75,000 | 75,000 | 74,831 | 74,831 | 11,945 CHF | 12,694 CHF | 100.00% | 100.00% |
06/12/2024 | 6.27% | 0.16 CHF | 0.17 CHF | 75,000 | 75,000 | 74,813 | 74,813 | 11,675 CHF | 12,424 CHF | 99.85% | 99.85% |