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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 4.00% | 0.41 CHF | 0.42 CHF | 350,000 | 350,000 | 344,799 | 344,799 | 134,525 CHF | 139,737 CHF | 100.00% | 100.00% |
27/12/2024 | 4.13% | 0.39 CHF | 0.40 CHF | 350,000 | 350,000 | 345,406 | 345,406 | 130,053 CHF | 135,265 CHF | 100.00% | 100.00% |
23/12/2024 | 3.83% | 0.42 CHF | 0.44 CHF | 350,000 | 350,000 | 345,404 | 345,404 | 140,534 CHF | 145,745 CHF | 100.00% | 100.00% |
20/12/2024 | 3.35% | 0.42 CHF | 0.44 CHF | 350,000 | 350,000 | 345,387 | 345,387 | 163,668 CHF | 168,952 CHF | 100.00% | 100.00% |
19/12/2024 | 3.49% | 0.48 CHF | 0.49 CHF | 350,000 | 350,000 | 345,410 | 345,410 | 165,803 CHF | 171,426 CHF | 100.00% | 100.00% |
18/12/2024 | 3.88% | 0.40 CHF | 0.42 CHF | 350,000 | 350,000 | 345,381 | 345,381 | 138,745 CHF | 143,956 CHF | 99.64% | 99.64% |
17/12/2024 | 3.92% | 0.40 CHF | 0.42 CHF | 350,000 | 350,000 | 345,404 | 345,404 | 137,362 CHF | 142,573 CHF | 100.00% | 100.00% |
16/12/2024 | 4.04% | 0.39 CHF | 0.41 CHF | 350,000 | 350,000 | 345,277 | 345,277 | 133,224 CHF | 138,435 CHF | 98.89% | 98.89% |
13/12/2024 | 4.06% | 0.39 CHF | 0.40 CHF | 350,000 | 350,000 | 344,742 | 344,742 | 132,781 CHF | 137,992 CHF | 98.57% | 98.57% |
12/12/2024 | 4.10% | 0.38 CHF | 0.40 CHF | 350,000 | 350,000 | 345,408 | 345,408 | 131,290 CHF | 136,502 CHF | 100.00% | 100.00% |