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 | 7.60% | 0.17 CHF | 0.18 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 38,217 CHF | 41,176 CHF | 99.84% | 99.84% |
19/12/2024 | 3.34% | 0.52 CHF | 0.54 CHF | 270,000 | 270,000 | 266,457 | 266,457 | 165,412 CHF | 170,772 CHF | 100.00% | 100.00% |
18/12/2024 | 1.43% | 1.50 CHF | 1.52 CHF | 180,000 | 180,000 | 177,628 | 177,628 | 262,269 CHF | 265,843 CHF | 99.64% | 99.64% |
17/12/2024 | 1.43% | 1.44 CHF | 1.46 CHF | 180,000 | 180,000 | 177,636 | 177,636 | 262,028 CHF | 265,601 CHF | 100.00% | 100.00% |
16/12/2024 | 1.19% | 1.74 CHF | 1.76 CHF | 180,000 | 180,000 | 177,572 | 177,572 | 313,979 CHF | 317,552 CHF | 98.88% | 98.88% |
13/12/2024 | 1.14% | 1.79 CHF | 1.81 CHF | 180,000 | 180,000 | 177,325 | 177,325 | 330,388 CHF | 333,961 CHF | 98.61% | 98.61% |
12/12/2024 | 1.07% | 2.01 CHF | 2.03 CHF | 180,000 | 180,000 | 177,638 | 177,638 | 348,295 CHF | 351,869 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 2.09 CHF | 2.11 CHF | 180,000 | 180,000 | 177,637 | 177,637 | 374,852 CHF | 378,426 CHF | 100.00% | 100.00% |
10/12/2024 | 0.95% | 2.27 CHF | 2.29 CHF | 180,000 | 180,000 | 177,634 | 177,634 | 395,399 CHF | 398,973 CHF | 100.00% | 100.00% |