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 | 0.57% | 1.78 CHF | 1.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 175,856 CHF | 176,856 CHF | 98.14% | 98.14% |
18/12/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 180,553 CHF | 181,553 CHF | 96.30% | 96.30% |
17/12/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 185,429 CHF | 186,429 CHF | 99.38% | 99.38% |
16/12/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 185,497 CHF | 186,497 CHF | 99.37% | 99.37% |
13/12/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 175,156 CHF | 176,156 CHF | 99.38% | 99.38% |
12/12/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 183,520 CHF | 184,520 CHF | 95.47% | 95.47% |
11/12/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 184,496 CHF | 185,496 CHF | 99.38% | 99.38% |
10/12/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 187,249 CHF | 188,249 CHF | 99.37% | 99.37% |
09/12/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 194,032 CHF | 195,032 CHF | 99.36% | 99.36% |
06/12/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 198,037 CHF | 199,037 CHF | 99.37% | 99.37% |