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 | 8.97% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 870,517 | 290,172 | 92,820 CHF | 33,842 CHF | 99.17% | 99.17% |
18/12/2024 | 6.66% | 0.14 CHF | 0.15 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 108,939 CHF | 38,813 CHF | 99.17% | 99.17% |
17/12/2024 | 6.51% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 703,602 | 234,534 | 104,418 CHF | 37,151 CHF | 99.17% | 99.17% |
16/12/2024 | 6.45% | 0.16 CHF | 0.17 CHF | 600,000 | 200,000 | 724,518 | 241,506 | 108,695 CHF | 38,647 CHF | 99.17% | 99.17% |
13/12/2024 | 5.60% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 104,240 CHF | 36,747 CHF | 98.91% | 98.91% |
12/12/2024 | 5.32% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 109,883 CHF | 38,628 CHF | 98.03% | 98.03% |
11/12/2024 | 5.44% | 0.19 CHF | 0.20 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 107,554 CHF | 37,851 CHF | 99.17% | 99.17% |
10/12/2024 | 5.71% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 102,251 CHF | 36,084 CHF | 99.17% | 99.17% |
09/12/2024 | 5.63% | 0.17 CHF | 0.18 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 103,684 CHF | 36,561 CHF | 99.17% | 99.17% |
06/12/2024 | 5.63% | 0.18 CHF | 0.19 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 103,634 CHF | 36,545 CHF | 99.17% | 99.17% |