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 | 0.94% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 475,822 CHF | 160,107 CHF | 99.85% | 99.85% |
19/12/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 473,450 CHF | 159,317 CHF | 99.00% | 99.00% |
18/12/2024 | 0.90% | 1.07 CHF | 1.08 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 495,388 CHF | 166,629 CHF | 100.00% | 100.00% |
17/12/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 496,851 CHF | 167,117 CHF | 99.79% | 99.79% |
16/12/2024 | 0.82% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 546,378 CHF | 183,626 CHF | 99.96% | 99.96% |
13/12/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 534,924 CHF | 179,808 CHF | 99.31% | 99.31% |
12/12/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 546,146 CHF | 183,549 CHF | 99.73% | 99.73% |
11/12/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 540,381 CHF | 181,627 CHF | 99.71% | 99.71% |
10/12/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 533,182 CHF | 179,227 CHF | 99.65% | 99.65% |
09/12/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 564,781 CHF | 189,760 CHF | 98.37% | 98.37% |