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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 388,879 CHF | 131,126 CHF | 99.30% | 99.30% |
20/12/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 380,132 CHF | 128,211 CHF | 99.54% | 99.54% |
19/12/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,378 CHF | 127,293 CHF | 98.73% | 98.73% |
18/12/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 399,453 CHF | 134,651 CHF | 99.31% | 99.31% |
17/12/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 401,342 CHF | 135,281 CHF | 99.58% | 99.58% |
16/12/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,444 CHF | 142,981 CHF | 20.58% | 99.70% |
13/12/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,531 CHF | 148,010 CHF | 32.30% | 98.78% |
12/12/2024 | - | 1.00 CHF | - CHF | 450,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.29% |
11/12/2024 | 1.01% | 0.98 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 444,411 CHF | 149,637 CHF | 53.45% | 98.70% |
10/12/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 436,627 CHF | 147,042 CHF | 23.26% | 98.90% |