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 | 1.23% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 60,719 CHF | 61,469 CHF | 94.61% | 94.61% |
18/12/2024 | 1.10% | 0.86 CHF | 0.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 67,776 CHF | 68,526 CHF | 95.93% | 95.93% |
17/12/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 74,145 | 74,145 | 71,417 CHF | 72,159 CHF | 98.39% | 98.39% |
16/12/2024 | 0.83% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,192 CHF | 60,692 CHF | 82.82% | 82.82% |
13/12/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,256 CHF | 61,756 CHF | 98.65% | 98.65% |
12/12/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,917 CHF | 64,417 CHF | 98.24% | 98.24% |
11/12/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,797 CHF | 64,297 CHF | 99.36% | 99.36% |
10/12/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,617 CHF | 66,117 CHF | 99.44% | 99.44% |
09/12/2024 | 0.72% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,645 CHF | 70,145 CHF | 99.48% | 99.48% |
06/12/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,496 CHF | 66,996 CHF | 99.47% | 99.47% |