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 | 1.45% | 1.33 CHF | 1.35 CHF | 40,000 | 30,000 | 40,000 | 30,000 | 54,810 CHF | 41,707 CHF | 99.48% | 99.48% |
18/12/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 40,000 | 30,000 | 40,000 | 30,000 | 52,830 CHF | 39,923 CHF | 96.58% | 96.58% |
17/12/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 40,000 | 30,000 | 42,321 | 30,000 | 53,204 CHF | 38,050 CHF | 99.55% | 99.55% |
16/12/2024 | 1.60% | 1.21 CHF | 1.23 CHF | 50,000 | 30,000 | 46,570 | 30,000 | 57,554 CHF | 37,801 CHF | 96.52% | 96.52% |
13/12/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 40,000 | 30,000 | 40,000 | 30,000 | 56,819 CHF | 42,914 CHF | 99.51% | 99.51% |
12/12/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 40,000 | 30,000 | 40,382 | 30,000 | 51,034 CHF | 38,221 CHF | 99.56% | 99.56% |
11/12/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50,000 | 30,000 | 47,084 | 30,000 | 58,060 CHF | 37,327 CHF | 99.53% | 99.53% |
10/12/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,401 CHF | 59,901 CHF | 99.50% | 99.50% |
09/12/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,147 CHF | 55,647 CHF | 99.55% | 99.55% |
06/12/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,368 CHF | 52,868 CHF | 99.54% | 99.54% |