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 | 1.00% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 62,295 | 62,295 | 61,821 CHF | 62,444 CHF | 94.61% | 94.61% |
18/12/2024 | 0.87% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,493 CHF | 57,993 CHF | 95.89% | 95.94% |
17/12/2024 | 0.82% | 1.23 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,094 CHF | 61,594 CHF | 0.14% | 98.12% |
16/12/2024 | - | 1.32 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 82.84% |
13/12/2024 | - | 1.63 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.67% |
12/12/2024 | - | 1.68 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.17% |
11/12/2024 | - | 1.74 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.30% |
10/12/2024 | - | 1.70 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 94.35% |
09/12/2024 | - | 1.74 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.93% |
06/12/2024 | - | 1.75 CHF | - CHF | 50,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.25% |