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 | 3.64% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,655 | 200,656 | 54,083 CHF | 56,089 CHF | 95.51% | 95.51% |
18/12/2024 | 5.19% | 0.21 CHF | 0.22 CHF | 275,000 | 275,000 | 283,053 | 283,053 | 53,145 CHF | 55,976 CHF | 96.01% | 96.01% |
17/12/2024 | 6.05% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 326,378 | 326,377 | 52,322 CHF | 55,586 CHF | 98.25% | 98.25% |
16/12/2024 | 12.04% | 0.13 CHF | 0.14 CHF | 425,000 | 425,000 | 654,377 | 383,246 | 51,161 CHF | 35,685 CHF | 99.47% | 99.47% |
13/12/2024 | 11.24% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 602,064 | 305,527 | 50,554 CHF | 28,703 CHF | 98.78% | 98.78% |
12/12/2024 | 12.41% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 665,014 | 346,172 | 50,259 CHF | 29,624 CHF | 98.84% | 98.84% |
11/12/2024 | 12.11% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 645,351 | 334,874 | 50,055 CHF | 29,324 CHF | 98.77% | 98.77% |
10/12/2024 | 12.23% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 658,498 | 339,610 | 50,561 CHF | 29,460 CHF | 99.06% | 99.06% |
09/12/2024 | 15.18% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 834,537 | 422,855 | 50,803 CHF | 29,983 CHF | 99.44% | 99.44% |
06/12/2024 | 12.39% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 670,484 | 347,613 | 50,803 CHF | 29,815 CHF | 99.27% | 99.27% |