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 | 5.38% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 135,643 CHF | 47,714 CHF | 99.17% | 99.17% |
18/12/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 133,232 CHF | 46,411 CHF | 99.17% | 99.17% |
17/12/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 134,972 CHF | 46,991 CHF | 99.17% | 99.17% |
16/12/2024 | 4.37% | 0.23 CHF | 0.24 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 134,458 CHF | 46,819 CHF | 99.17% | 99.17% |
13/12/2024 | 3.93% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 149,534 CHF | 51,845 CHF | 98.91% | 98.91% |
12/12/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 156,159 CHF | 54,053 CHF | 98.03% | 98.03% |
11/12/2024 | 3.84% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 153,562 CHF | 53,188 CHF | 99.17% | 99.17% |
10/12/2024 | 4.00% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 146,940 CHF | 50,980 CHF | 99.17% | 99.17% |
09/12/2024 | 4.01% | 0.24 CHF | 0.25 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 146,595 CHF | 50,865 CHF | 99.17% | 99.17% |
06/12/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 146,481 CHF | 50,827 CHF | 99.17% | 99.17% |