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 | 4.93% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 254,817 | 254,816 | 50,439 CHF | 52,987 CHF | 95.89% | 95.89% |
18/12/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,080 | 249,080 | 54,621 CHF | 57,112 CHF | 96.11% | 96.11% |
17/12/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 222,572 | 222,571 | 52,964 CHF | 55,189 CHF | 98.38% | 98.38% |
16/12/2024 | 3.17% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 179,229 | 179,229 | 55,727 CHF | 57,519 CHF | 99.00% | 99.00% |
13/12/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 169,476 | 169,476 | 56,238 CHF | 57,933 CHF | 98.71% | 98.71% |
12/12/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,667 CHF | 55,167 CHF | 98.79% | 98.79% |
11/12/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,197 CHF | 54,697 CHF | 99.10% | 99.10% |
10/12/2024 | 2.69% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,118 CHF | 56,618 CHF | 99.34% | 99.34% |
09/12/2024 | 2.43% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 129,509 | 129,508 | 52,620 CHF | 53,915 CHF | 98.97% | 98.97% |
06/12/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 149,439 | 149,439 | 56,736 CHF | 58,230 CHF | 99.24% | 99.24% |