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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,702 CHF | 109,734 CHF | 99.64% | 99.64% |
19/12/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 322,784 CHF | 109,095 CHF | 98.67% | 98.67% |
18/12/2024 | 1.30% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,862 CHF | 115,787 CHF | 99.69% | 99.69% |
17/12/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,944 CHF | 116,148 CHF | 99.61% | 99.61% |
16/12/2024 | 1.14% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 393,952 CHF | 132,817 CHF | 99.96% | 99.96% |
13/12/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 383,920 CHF | 129,473 CHF | 99.54% | 99.54% |
12/12/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 395,250 CHF | 133,250 CHF | 98.98% | 98.98% |
11/12/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 386,720 CHF | 130,407 CHF | 99.11% | 99.11% |
10/12/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 382,838 CHF | 129,113 CHF | 99.81% | 99.81% |
09/12/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 412,789 CHF | 139,096 CHF | 98.53% | 98.53% |