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 | 12.94% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,831 | 74,831 | 5,487 CHF | 6,236 CHF | 99.75% | 99.75% |
18/12/2024 | 14.52% | 0.07 CHF | 0.08 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 4,830 CHF | 5,580 CHF | 100.00% | 100.00% |
17/12/2024 | 15.37% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 74,830 | 74,830 | 4,546 CHF | 5,295 CHF | 99.63% | 99.63% |
16/12/2024 | 15.55% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 74,835 | 74,835 | 4,485 CHF | 5,234 CHF | 100.00% | 100.00% |
13/12/2024 | 16.90% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 74,836 | 74,836 | 4,100 CHF | 4,850 CHF | 100.00% | 100.00% |
12/12/2024 | 17.00% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 74,836 | 74,836 | 4,072 CHF | 4,821 CHF | 100.00% | 100.00% |
11/12/2024 | 15.85% | 0.05 CHF | 0.06 CHF | 75,000 | 75,000 | 74,836 | 74,836 | 4,399 CHF | 5,148 CHF | 100.00% | 100.00% |
10/12/2024 | 15.96% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 74,836 | 74,836 | 4,363 CHF | 5,112 CHF | 100.00% | 100.00% |
09/12/2024 | 16.03% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 74,833 | 74,833 | 4,339 CHF | 5,088 CHF | 100.00% | 100.00% |
06/12/2024 | 16.07% | 0.06 CHF | 0.07 CHF | 75,000 | 75,000 | 74,809 | 74,809 | 4,329 CHF | 5,078 CHF | 99.85% | 99.85% |