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 | 1.70% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 300,000 | 299,967 | 176,281 CHF | 179,264 CHF | 100.00% | 100.00% |
18/12/2024 | 0.95% | 0.99 CHF | 1.00 CHF | 300,000 | 300,000 | 299,865 | 299,865 | 313,305 CHF | 316,305 CHF | 99.68% | 99.68% |
17/12/2024 | 0.91% | 1.17 CHF | 1.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 330,033 CHF | 333,033 CHF | 100.00% | 100.00% |
16/12/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 300,000 | 300,000 | 299,789 | 299,789 | 313,633 CHF | 316,633 CHF | 100.00% | 100.00% |
13/12/2024 | 0.87% | 1.08 CHF | 1.09 CHF | 300,000 | 300,000 | 299,717 | 299,717 | 343,034 CHF | 346,034 CHF | 100.00% | 100.00% |
12/12/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 300,000 | 300,000 | 299,735 | 299,735 | 343,530 CHF | 346,530 CHF | 99.60% | 99.60% |
11/12/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 300,000 | 300,000 | 299,317 | 299,317 | 317,891 CHF | 320,891 CHF | 100.00% | 100.00% |
10/12/2024 | 0.89% | 1.05 CHF | 1.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 337,045 CHF | 340,045 CHF | 100.00% | 100.00% |
09/12/2024 | 0.79% | 1.22 CHF | 1.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 377,467 CHF | 380,467 CHF | 100.00% | 100.00% |
06/12/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 387,081 CHF | 390,081 CHF | 100.00% | 100.00% |