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 | 6.28% | 0.17 CHF | 0.18 CHF | 75,000 | 75,000 | 74,830 | 74,830 | 11,677 CHF | 12,426 CHF | 99.75% | 99.75% |
18/12/2024 | 6.89% | 0.15 CHF | 0.16 CHF | 75,000 | 75,000 | 74,832 | 74,832 | 10,597 CHF | 11,346 CHF | 100.00% | 100.00% |
17/12/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 75,000 | 75,000 | 74,830 | 74,830 | 10,329 CHF | 11,078 CHF | 99.62% | 99.62% |
16/12/2024 | 7.20% | 0.14 CHF | 0.15 CHF | 75,000 | 75,000 | 74,832 | 74,832 | 10,130 CHF | 10,880 CHF | 100.00% | 100.00% |
13/12/2024 | 7.72% | 0.13 CHF | 0.14 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 9,419 CHF | 10,168 CHF | 100.00% | 100.00% |
12/12/2024 | 7.69% | 0.13 CHF | 0.14 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 9,456 CHF | 10,205 CHF | 100.00% | 100.00% |
11/12/2024 | 7.22% | 0.12 CHF | 0.13 CHF | 75,000 | 75,000 | 74,832 | 74,832 | 10,098 CHF | 10,847 CHF | 100.00% | 100.00% |
10/12/2024 | 7.52% | 0.13 CHF | 0.14 CHF | 75,000 | 75,000 | 74,833 | 74,833 | 9,678 CHF | 10,427 CHF | 100.00% | 100.00% |
09/12/2024 | 7.44% | 0.13 CHF | 0.14 CHF | 75,000 | 75,000 | 74,830 | 74,830 | 9,779 CHF | 10,529 CHF | 100.00% | 100.00% |
06/12/2024 | 7.61% | 0.13 CHF | 0.14 CHF | 75,000 | 75,000 | 74,812 | 74,812 | 9,557 CHF | 10,307 CHF | 99.85% | 99.85% |