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 | 15.09% | 0.06 CHF | 0.07 CHF | 900,000 | 475,000 | 814,507 | 417,762 | 49,779 CHF | 29,745 CHF | 98.71% | 98.71% |
18/12/2024 | 11.93% | 0.07 CHF | 0.08 CHF | 625,000 | 325,000 | 614,372 | 330,439 | 48,475 CHF | 29,383 CHF | 96.02% | 96.02% |
17/12/2024 | 9.55% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 494,809 | 471,422 | 49,355 CHF | 51,908 CHF | 98.53% | 98.53% |
16/12/2024 | 5.33% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 278,579 | 278,577 | 50,997 CHF | 53,782 CHF | 98.76% | 98.76% |
13/12/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 234,328 | 234,328 | 53,146 CHF | 55,490 CHF | 98.68% | 98.68% |
12/12/2024 | 3.66% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,376 | 199,376 | 53,482 CHF | 55,476 CHF | 98.00% | 98.00% |
11/12/2024 | 3.58% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 196,496 | 196,496 | 53,857 CHF | 55,822 CHF | 97.89% | 97.89% |
10/12/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 179,207 | 179,207 | 54,144 CHF | 55,936 CHF | 99.18% | 99.18% |
09/12/2024 | 2.75% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 151,732 | 151,732 | 54,545 CHF | 56,062 CHF | 99.47% | 99.47% |
06/12/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175,000 | 175,000 | 174,173 | 174,173 | 56,136 CHF | 57,878 CHF | 99.36% | 99.36% |