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 | 0.45% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 222,105 CHF | 223,105 CHF | 98.14% | 98.14% |
18/12/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 227,104 CHF | 228,104 CHF | 96.33% | 96.33% |
17/12/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 232,082 CHF | 233,082 CHF | 99.38% | 99.38% |
16/12/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 231,994 CHF | 232,994 CHF | 99.38% | 99.38% |
13/12/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 221,602 CHF | 222,602 CHF | 99.39% | 99.39% |
12/12/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 229,814 CHF | 230,814 CHF | 95.42% | 95.42% |
11/12/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 230,549 CHF | 231,549 CHF | 99.37% | 99.37% |
10/12/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 233,245 CHF | 234,245 CHF | 99.39% | 99.39% |
09/12/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 240,185 CHF | 241,185 CHF | 99.37% | 99.37% |
06/12/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 244,159 CHF | 245,159 CHF | 99.37% | 99.37% |