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 | 2.09% | 0.49 CHF | 0.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 35,444 CHF | 36,194 CHF | 100.00% | 100.00% |
18/12/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,151 CHF | 30,901 CHF | 98.73% | 98.73% |
17/12/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 29,915 CHF | 30,665 CHF | 100.00% | 100.00% |
16/12/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 30,228 CHF | 30,978 CHF | 100.00% | 100.00% |
13/12/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 27,979 CHF | 28,729 CHF | 100.00% | 100.00% |
12/12/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 27,178 CHF | 27,928 CHF | 98.06% | 98.06% |
11/12/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 27,968 CHF | 28,718 CHF | 99.74% | 99.74% |
10/12/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 29,106 CHF | 29,856 CHF | 100.00% | 100.00% |
09/12/2024 | 2.57% | 0.39 CHF | 0.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 28,849 CHF | 29,599 CHF | 100.00% | 100.00% |
06/12/2024 | 2.50% | 0.38 CHF | 0.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 29,609 CHF | 30,359 CHF | 100.00% | 100.00% |