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 | 71.88% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 245,863 | 245,863 | 2,348 CHF | 4,930 CHF | 99.39% | 99.39% |
18/12/2024 | 79.80% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 247,491 | 247,491 | 2,150 CHF | 4,953 CHF | 100.00% | 100.00% |
17/12/2024 | 86.27% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 247,491 | 247,491 | 1,980 CHF | 4,953 CHF | 100.00% | 100.00% |
16/12/2024 | 84.32% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 247,740 | 247,740 | 2,033 CHF | 4,958 CHF | 100.00% | 100.00% |
13/12/2024 | 85.62% | 0.01 CHF | 0.02 CHF | 240,000 | 240,000 | 239,210 | 239,210 | 1,931 CHF | 4,787 CHF | 100.00% | 100.00% |
12/12/2024 | 108.20% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 247,516 | 247,516 | 1,485 CHF | 4,954 CHF | 100.00% | 100.00% |
11/12/2024 | 108.20% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 253,231 | 253,231 | 1,519 CHF | 5,068 CHF | 100.00% | 100.00% |
10/12/2024 | 108.20% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 257,381 | 257,381 | 1,544 CHF | 5,151 CHF | 100.00% | 100.00% |
09/12/2024 | 114.57% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 257,384 | 257,384 | 1,418 CHF | 5,152 CHF | 100.00% | 100.00% |
06/12/2024 | 129.26% | 0.00 CHF | 0.02 CHF | 260,000 | 260,000 | 257,300 | 257,300 | 1,120 CHF | 5,152 CHF | 100.00% | 100.00% |