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 | 5.29% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 281,660 | 281,660 | 51,851 CHF | 54,668 CHF | 98.07% | 98.07% |
18/12/2024 | 4.35% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 234,514 | 234,514 | 52,720 CHF | 55,066 CHF | 96.23% | 96.23% |
17/12/2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 198,884 | 198,884 | 53,151 CHF | 55,140 CHF | 99.39% | 99.39% |
16/12/2024 | 3.61% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 195,934 | 195,934 | 53,255 CHF | 55,214 CHF | 99.37% | 99.37% |
13/12/2024 | 5.44% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 289,728 | 289,728 | 51,822 CHF | 54,719 CHF | 99.37% | 99.37% |
12/12/2024 | 3.71% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 199,978 | 199,978 | 52,922 CHF | 54,922 CHF | 95.33% | 95.33% |
11/12/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 175,000 | 175,000 | 190,815 | 190,815 | 53,424 CHF | 55,332 CHF | 99.38% | 99.38% |
10/12/2024 | 3.16% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 173,894 | 173,894 | 54,130 CHF | 55,869 CHF | 99.36% | 99.36% |
09/12/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 148,965 | 148,965 | 55,492 CHF | 56,982 CHF | 99.37% | 99.37% |
06/12/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 125,000 | 125,000 | 126,574 | 126,574 | 52,410 CHF | 53,675 CHF | 99.39% | 99.39% |