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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 485,646 CHF | 163,382 CHF | 99.84% | 99.84% |
19/12/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 483,939 CHF | 162,813 CHF | 99.31% | 99.31% |
18/12/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 505,101 CHF | 169,867 CHF | 99.76% | 99.76% |
17/12/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 507,379 CHF | 170,626 CHF | 99.79% | 99.79% |
16/12/2024 | 0.81% | 1.16 CHF | 1.17 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 555,581 CHF | 186,694 CHF | 99.25% | 99.25% |
13/12/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 546,671 CHF | 183,724 CHF | 99.50% | 99.50% |
12/12/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 555,911 CHF | 186,804 CHF | 99.46% | 99.46% |
11/12/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 547,416 CHF | 183,972 CHF | 98.97% | 98.97% |
10/12/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 542,222 CHF | 182,241 CHF | 99.63% | 99.63% |
09/12/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 573,962 CHF | 192,821 CHF | 98.66% | 98.66% |