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 | 3.05% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 169,568 | 169,568 | 54,796 CHF | 56,491 CHF | 94.61% | 94.61% |
18/12/2024 | 2.38% | 0.38 CHF | 0.39 CHF | 125,000 | 125,000 | 125,266 | 125,266 | 51,931 CHF | 53,184 CHF | 96.11% | 96.11% |
17/12/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 125,000 | 125,000 | 115,151 | 115,151 | 56,253 CHF | 57,404 CHF | 98.32% | 98.32% |
16/12/2024 | 1.36% | 0.54 CHF | 0.55 CHF | 100,000 | 100,000 | 80,012 | 80,012 | 58,656 CHF | 59,456 CHF | 99.49% | 99.49% |
13/12/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,920 CHF | 60,670 CHF | 98.67% | 98.67% |
12/12/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,000 CHF | 65,750 CHF | 98.31% | 98.31% |
11/12/2024 | 1.14% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 65,214 CHF | 65,964 CHF | 99.27% | 99.27% |
10/12/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,473 CHF | 69,223 CHF | 95.35% | 95.35% |
09/12/2024 | 0.98% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 55,131 | 55,131 | 55,565 CHF | 56,116 CHF | 99.10% | 99.10% |
06/12/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 74,440 | 74,440 | 69,996 CHF | 70,740 CHF | 99.25% | 99.25% |