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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.64% | 4.49 CHF | 4.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 915,476 CHF | 921,388 CHF | 100.00% | 100.00% |
20/12/2024 | 0.53% | 4.65 CHF | 4.68 CHF | 200,000 | 200,000 | 199,497 | 199,497 | 895,741 CHF | 900,504 CHF | 98.89% | 98.89% |
19/12/2024 | 0.90% | 4.32 CHF | 4.35 CHF | 200,000 | 200,000 | 142,686 | 142,686 | 637,189 CHF | 642,458 CHF | 98.68% | 98.68% |
18/12/2024 | 0.36% | 4.76 CHF | 4.77 CHF | 250,000 | 250,000 | 211,919 | 211,919 | 1,018,400 CHF | 1,022,010 CHF | 98.06% | 98.06% |
17/12/2024 | 0.41% | 4.76 CHF | 4.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 959,930 CHF | 963,876 CHF | 99.99% | 99.99% |
16/12/2024 | 0.40% | 4.91 CHF | 4.93 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 988,198 CHF | 992,151 CHF | 100.00% | 100.00% |
13/12/2024 | 0.60% | 4.99 CHF | 5.02 CHF | 200,000 | 200,000 | 171,779 | 171,779 | 863,360 CHF | 868,266 CHF | 99.99% | 99.99% |
12/12/2024 | 0.82% | 5.12 CHF | 5.18 CHF | 75,000 | 75,000 | 122,236 | 122,236 | 655,434 CHF | 659,437 CHF | 99.32% | 99.32% |
11/12/2024 | 0.71% | 5.41 CHF | 5.44 CHF | 200,000 | 200,000 | 160,005 | 160,005 | 842,215 CHF | 847,428 CHF | 98.83% | 98.83% |
10/12/2024 | 0.22% | 5.18 CHF | 5.20 CHF | 200,000 | 200,000 | 243,268 | 243,268 | 1,227,210 CHF | 1,229,920 CHF | 100.00% | 100.00% |