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 | 29.50% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 245,862 | 245,862 | 7,256 CHF | 9,723 CHF | 99.39% | 99.39% |
18/12/2024 | 32.98% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 247,491 | 247,491 | 6,381 CHF | 8,859 CHF | 100.00% | 100.00% |
17/12/2024 | 35.39% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 247,490 | 247,490 | 5,850 CHF | 8,327 CHF | 100.00% | 100.00% |
16/12/2024 | 35.68% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 247,741 | 247,741 | 5,812 CHF | 8,292 CHF | 100.00% | 100.00% |
13/12/2024 | 33.31% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 239,203 | 239,203 | 6,104 CHF | 8,498 CHF | 100.00% | 100.00% |
12/12/2024 | 43.57% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 247,516 | 247,516 | 4,510 CHF | 6,988 CHF | 100.00% | 100.00% |
11/12/2024 | 44.12% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 253,233 | 253,233 | 4,541 CHF | 7,076 CHF | 100.00% | 100.00% |
10/12/2024 | 44.51% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 257,382 | 257,382 | 4,566 CHF | 7,143 CHF | 100.00% | 100.00% |
09/12/2024 | 52.10% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 257,384 | 257,384 | 3,714 CHF | 6,291 CHF | 100.00% | 100.00% |
06/12/2024 | 53.19% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 257,300 | 257,300 | 3,602 CHF | 6,179 CHF | 100.00% | 100.00% |