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 | 1.78% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,594 CHF | 56,594 CHF | 98.08% | 98.08% |
18/12/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,626 CHF | 60,626 CHF | 96.18% | 96.18% |
17/12/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 99,141 | 99,141 | 63,532 CHF | 64,523 CHF | 99.38% | 99.38% |
16/12/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 90,570 | 90,570 | 58,292 CHF | 59,198 CHF | 99.38% | 99.38% |
13/12/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,262 CHF | 55,262 CHF | 99.39% | 99.39% |
12/12/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,271 CHF | 64,271 CHF | 95.22% | 95.22% |
11/12/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,121 | 99,121 | 64,088 CHF | 65,080 CHF | 99.37% | 99.37% |
10/12/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 75,000 | 75,000 | 76,836 | 76,836 | 51,882 CHF | 52,651 CHF | 99.38% | 99.38% |
09/12/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 55,495 CHF | 56,245 CHF | 99.36% | 99.36% |
06/12/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 58,457 CHF | 59,207 CHF | 99.38% | 99.38% |