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 | 1.46% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 305,993 CHF | 103,498 CHF | 99.61% | 99.61% |
19/12/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 303,765 CHF | 102,755 CHF | 99.46% | 99.46% |
18/12/2024 | 1.38% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 324,929 CHF | 109,810 CHF | 99.77% | 99.77% |
17/12/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 327,102 CHF | 110,534 CHF | 99.79% | 99.79% |
16/12/2024 | 1.18% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 379,031 CHF | 127,844 CHF | 99.48% | 99.48% |
13/12/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 366,827 CHF | 123,776 CHF | 99.33% | 99.33% |
12/12/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 377,757 CHF | 127,419 CHF | 99.18% | 99.18% |
11/12/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 369,884 CHF | 124,795 CHF | 99.49% | 99.49% |
10/12/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 365,863 CHF | 123,454 CHF | 99.68% | 99.68% |
09/12/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 398,374 CHF | 134,291 CHF | 98.12% | 98.12% |