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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20/12/2024 | 0.54% | 3.72 CHF | 3.74 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 670,388 CHF | 673,988 CHF | 99.84% | 99.84% |
19/12/2024 | 0.51% | 4.03 CHF | 4.05 CHF | 180,000 | 180,000 | 177,637 | 177,637 | 727,458 CHF | 731,031 CHF | 100.00% | 100.00% |
18/12/2024 | 0.42% | 5.04 CHF | 5.06 CHF | 180,000 | 180,000 | 177,629 | 177,629 | 891,430 CHF | 895,004 CHF | 99.64% | 99.64% |
17/12/2024 | 0.42% | 4.98 CHF | 5.00 CHF | 180,000 | 180,000 | 177,636 | 177,636 | 892,076 CHF | 895,650 CHF | 100.00% | 100.00% |
16/12/2024 | 0.40% | 5.28 CHF | 5.30 CHF | 180,000 | 180,000 | 177,571 | 177,571 | 942,400 CHF | 945,973 CHF | 98.89% | 98.89% |
13/12/2024 | 0.39% | 5.33 CHF | 5.35 CHF | 180,000 | 180,000 | 177,326 | 177,326 | 958,395 CHF | 961,968 CHF | 98.57% | 98.57% |
12/12/2024 | 0.39% | 5.53 CHF | 5.55 CHF | 180,000 | 180,000 | 177,638 | 177,638 | 972,607 CHF | 976,180 CHF | 100.00% | 100.00% |
11/12/2024 | 0.38% | 5.59 CHF | 5.61 CHF | 180,000 | 180,000 | 177,637 | 177,637 | 995,142 CHF | 998,716 CHF | 100.00% | 100.00% |
10/12/2024 | 0.37% | 5.76 CHF | 5.78 CHF | 180,000 | 180,000 | 177,635 | 177,635 | 1,013,030 CHF | 1,016,600 CHF | 100.00% | 100.00% |