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 | 0.55% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,599 CHF | 91,099 CHF | 98.15% | 98.15% |
18/12/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,410 CHF | 95,910 CHF | 96.30% | 96.30% |
17/12/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,106 CHF | 97,606 CHF | 99.39% | 99.39% |
16/12/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,533 CHF | 99,033 CHF | 99.37% | 99.37% |
13/12/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,263 CHF | 100,763 CHF | 99.36% | 99.36% |
12/12/2024 | 0.48% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,040 CHF | 103,540 CHF | 95.37% | 95.37% |
11/12/2024 | 0.53% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,873 CHF | 95,373 CHF | 99.38% | 99.38% |
10/12/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,026 CHF | 98,526 CHF | 99.37% | 99.37% |
09/12/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,835 CHF | 100,335 CHF | 99.38% | 99.38% |
06/12/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,561 CHF | 97,060 CHF | 99.39% | 99.39% |