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 | 1.25% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 358,524 CHF | 121,008 CHF | 99.15% | 99.15% |
19/12/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,650 CHF | 120,383 CHF | 99.14% | 99.14% |
18/12/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 375,509 CHF | 126,670 CHF | 99.74% | 99.74% |
17/12/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 378,262 CHF | 127,587 CHF | 99.84% | 99.84% |
16/12/2024 | 1.06% | 0.87 CHF | 0.88 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 421,848 CHF | 142,116 CHF | 99.96% | 99.96% |
13/12/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 413,333 CHF | 139,278 CHF | 99.61% | 99.61% |
12/12/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 422,588 CHF | 142,363 CHF | 99.77% | 99.77% |
11/12/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 416,245 CHF | 140,248 CHF | 99.48% | 99.48% |
10/12/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 410,969 CHF | 138,490 CHF | 99.81% | 99.81% |
09/12/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,929 CHF | 148,143 CHF | 98.75% | 98.75% |