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 | 0.73% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,246 CHF | 68,746 CHF | 94.84% | 94.84% |
18/12/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,552 CHF | 75,052 CHF | 95.99% | 95.99% |
17/12/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,580 CHF | 79,080 CHF | 98.09% | 98.09% |
16/12/2024 | 0.53% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,392 CHF | 93,892 CHF | 82.83% | 82.83% |
13/12/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,526 CHF | 95,026 CHF | 98.67% | 98.67% |
12/12/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,559 CHF | 98,059 CHF | 98.64% | 98.64% |
11/12/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,270 CHF | 97,770 CHF | 99.07% | 99.07% |
10/12/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,266 CHF | 99,766 CHF | 94.74% | 94.74% |
09/12/2024 | 0.48% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 47,399 | 47,399 | 98,483 CHF | 98,957 CHF | 99.44% | 99.44% |
06/12/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,213 CHF | 100,713 CHF | 99.42% | 99.42% |