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 | 17.50% | 0.05 CHF | 0.06 CHF | 925,000 | 475,000 | 957,687 | 485,274 | 49,978 CHF | 30,187 CHF | 98.17% | 98.17% |
18/12/2024 | 15.89% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 868,960 | 439,330 | 50,365 CHF | 29,849 CHF | 96.31% | 96.31% |
17/12/2024 | 15.24% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 841,168 | 421,895 | 50,996 CHF | 29,804 CHF | 99.36% | 99.36% |
16/12/2024 | 14.71% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 798,778 | 407,926 | 50,324 CHF | 29,792 CHF | 99.38% | 99.38% |
13/12/2024 | 14.31% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 773,620 | 399,679 | 50,180 CHF | 29,923 CHF | 99.38% | 99.38% |
12/12/2024 | 13.72% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 741,178 | 383,227 | 50,304 CHF | 29,855 CHF | 95.19% | 95.19% |
11/12/2024 | 16.83% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 884,416 | 380,438 | 48,671 CHF | 25,479 CHF | 99.38% | 99.38% |
10/12/2024 | 14.80% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 810,997 | 411,999 | 50,740 CHF | 29,911 CHF | 99.36% | 99.36% |
09/12/2024 | 15.01% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 824,880 | 416,627 | 50,833 CHF | 29,855 CHF | 99.38% | 99.38% |
06/12/2024 | 16.33% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 903,621 | 460,007 | 50,841 CHF | 30,474 CHF | 99.39% | 99.39% |