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 | 7.99% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 423,891 | 423,891 | 50,945 CHF | 55,184 CHF | 98.15% | 98.15% |
18/12/2024 | 7.32% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 395,648 | 395,648 | 52,060 CHF | 56,016 CHF | 96.29% | 96.29% |
17/12/2024 | 7.03% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 380,236 | 380,236 | 52,175 CHF | 55,978 CHF | 99.36% | 99.36% |
16/12/2024 | 6.81% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 368,959 | 368,959 | 52,366 CHF | 56,055 CHF | 99.38% | 99.38% |
13/12/2024 | 6.71% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 363,706 | 363,706 | 52,388 CHF | 56,025 CHF | 99.38% | 99.38% |
12/12/2024 | 6.35% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 341,116 | 341,116 | 52,053 CHF | 55,464 CHF | 95.22% | 95.22% |
11/12/2024 | 7.56% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 407,316 | 407,316 | 51,974 CHF | 56,047 CHF | 99.38% | 99.38% |
10/12/2024 | 6.90% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 375,000 | 375,000 | 52,502 CHF | 56,252 CHF | 99.38% | 99.38% |
09/12/2024 | 6.75% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 366,881 | 366,881 | 52,512 CHF | 56,181 CHF | 99.38% | 99.38% |
06/12/2024 | 7.22% | 0.13 CHF | 0.14 CHF | 375,000 | 375,000 | 390,976 | 390,976 | 52,183 CHF | 56,093 CHF | 99.38% | 99.38% |