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 | 2.42% | 0.91 CHF | 0.93 CHF | 350,000 | 350,000 | 344,795 | 344,795 | 298,870 CHF | 305,819 CHF | 100.00% | 100.00% |
27/12/2024 | 2.56% | 0.84 CHF | 0.86 CHF | 350,000 | 350,000 | 345,406 | 345,406 | 282,046 CHF | 288,995 CHF | 100.00% | 100.00% |
23/12/2024 | 2.36% | 0.92 CHF | 0.94 CHF | 350,000 | 350,000 | 345,403 | 345,403 | 306,891 CHF | 313,840 CHF | 100.00% | 100.00% |
20/12/2024 | 2.04% | 0.91 CHF | 0.93 CHF | 350,000 | 350,000 | 345,387 | 345,387 | 355,026 CHF | 361,975 CHF | 100.00% | 100.00% |
19/12/2024 | 2.04% | 1.02 CHF | 1.04 CHF | 350,000 | 350,000 | 345,410 | 345,410 | 355,505 CHF | 362,454 CHF | 100.00% | 100.00% |
18/12/2024 | 2.49% | 0.84 CHF | 0.86 CHF | 350,000 | 350,000 | 345,382 | 345,382 | 289,806 CHF | 296,755 CHF | 99.64% | 99.64% |
17/12/2024 | 2.49% | 0.84 CHF | 0.86 CHF | 350,000 | 350,000 | 345,405 | 345,405 | 290,098 CHF | 297,047 CHF | 100.00% | 100.00% |
16/12/2024 | 2.59% | 0.82 CHF | 0.84 CHF | 350,000 | 350,000 | 345,278 | 345,278 | 278,549 CHF | 285,497 CHF | 98.89% | 98.89% |
13/12/2024 | 2.62% | 0.81 CHF | 0.83 CHF | 350,000 | 350,000 | 344,750 | 344,750 | 276,413 CHF | 283,361 CHF | 98.57% | 98.57% |
12/12/2024 | 2.72% | 0.76 CHF | 0.78 CHF | 350,000 | 350,000 | 345,406 | 345,406 | 265,131 CHF | 272,080 CHF | 100.00% | 100.00% |