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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 3.18% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 62,270 CHF | 64,270 CHF | 97.74% | 97.74% |
27/12/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 68,225 CHF | 70,225 CHF | 100.00% | 100.00% |
23/12/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 66,228 CHF | 68,228 CHF | 99.88% | 99.88% |
20/12/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 67,972 CHF | 69,972 CHF | 99.14% | 99.14% |
19/12/2024 | 2.91% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 67,779 CHF | 69,779 CHF | 99.81% | 99.81% |
18/12/2024 | 4.11% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 47,711 CHF | 49,711 CHF | 96.82% | 96.82% |
17/12/2024 | 4.36% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 44,940 CHF | 46,940 CHF | 99.81% | 99.81% |
16/12/2024 | 3.81% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,479 CHF | 53,479 CHF | 99.81% | 99.81% |
13/12/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 46,635 CHF | 48,635 CHF | 99.81% | 99.81% |
12/12/2024 | 4.29% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 45,784 CHF | 47,784 CHF | 98.08% | 98.08% |