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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 4.68% | 0.34 CHF | 0.36 CHF | 350,000 | 350,000 | 345,403 | 345,403 | 114,565 CHF | 119,777 CHF | 100.00% | 100.00% |
20/12/2024 | 4.07% | 0.35 CHF | 0.36 CHF | 350,000 | 350,000 | 345,386 | 345,386 | 132,262 CHF | 137,473 CHF | 100.00% | 100.00% |
19/12/2024 | 4.03% | 0.38 CHF | 0.40 CHF | 350,000 | 350,000 | 345,409 | 345,409 | 133,562 CHF | 138,774 CHF | 100.00% | 100.00% |
18/12/2024 | 4.71% | 0.33 CHF | 0.35 CHF | 350,000 | 350,000 | 345,379 | 345,379 | 113,748 CHF | 118,960 CHF | 99.64% | 99.64% |
17/12/2024 | 4.76% | 0.33 CHF | 0.34 CHF | 350,000 | 350,000 | 345,404 | 345,404 | 112,534 CHF | 117,746 CHF | 100.00% | 100.00% |
16/12/2024 | 4.85% | 0.32 CHF | 0.34 CHF | 350,000 | 350,000 | 345,280 | 345,280 | 110,474 CHF | 115,685 CHF | 98.88% | 98.88% |
13/12/2024 | 4.90% | 0.32 CHF | 0.33 CHF | 350,000 | 350,000 | 344,797 | 344,797 | 109,446 CHF | 114,657 CHF | 98.62% | 98.62% |
12/12/2024 | 4.92% | 0.32 CHF | 0.33 CHF | 350,000 | 350,000 | 345,407 | 345,407 | 108,788 CHF | 113,999 CHF | 100.00% | 100.00% |
11/12/2024 | 5.29% | 0.31 CHF | 0.33 CHF | 350,000 | 350,000 | 345,405 | 345,405 | 101,160 CHF | 106,371 CHF | 100.00% | 100.00% |
10/12/2024 | 5.34% | 0.29 CHF | 0.31 CHF | 350,000 | 350,000 | 345,400 | 345,400 | 100,151 CHF | 105,362 CHF | 100.00% | 100.00% |