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 | 14.04% | 0.06 CHF | 0.07 CHF | 490,000 | 490,000 | 482,963 | 482,963 | 32,724 CHF | 37,568 CHF | 99.39% | 99.39% |
18/12/2024 | 15.34% | 0.06 CHF | 0.07 CHF | 490,000 | 490,000 | 485,082 | 485,082 | 29,751 CHF | 34,607 CHF | 100.00% | 100.00% |
17/12/2024 | 16.75% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 489,570 | 489,570 | 27,264 CHF | 32,165 CHF | 100.00% | 100.00% |
16/12/2024 | 17.19% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 492,985 | 492,985 | 26,773 CHF | 31,708 CHF | 100.00% | 100.00% |
13/12/2024 | 14.73% | 0.06 CHF | 0.07 CHF | 480,000 | 480,000 | 476,781 | 476,781 | 30,583 CHF | 35,356 CHF | 100.00% | 100.00% |
12/12/2024 | 19.20% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 495,001 | 495,001 | 23,730 CHF | 28,686 CHF | 100.00% | 100.00% |
11/12/2024 | 19.93% | 0.05 CHF | 0.06 CHF | 510,000 | 510,000 | 500,717 | 500,717 | 23,025 CHF | 28,037 CHF | 100.00% | 100.00% |
10/12/2024 | 20.92% | 0.05 CHF | 0.06 CHF | 510,000 | 510,000 | 505,148 | 505,148 | 22,005 CHF | 27,062 CHF | 100.00% | 100.00% |
09/12/2024 | 23.50% | 0.04 CHF | 0.05 CHF | 520,000 | 520,000 | 514,768 | 514,768 | 19,670 CHF | 24,824 CHF | 100.00% | 100.00% |
06/12/2024 | 25.62% | 0.03 CHF | 0.04 CHF | 520,000 | 520,000 | 514,600 | 514,600 | 17,834 CHF | 22,987 CHF | 100.00% | 100.00% |