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 | 1.07% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 419,492 CHF | 141,331 CHF | 99.63% | 99.63% |
19/12/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 416,558 CHF | 140,353 CHF | 98.86% | 98.86% |
18/12/2024 | 1.02% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 437,587 CHF | 147,362 CHF | 99.39% | 99.39% |
17/12/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 439,374 CHF | 147,958 CHF | 99.62% | 99.62% |
16/12/2024 | 0.92% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 488,264 CHF | 164,255 CHF | 99.96% | 99.96% |
13/12/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 479,499 CHF | 161,333 CHF | 99.78% | 99.78% |
12/12/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 488,624 CHF | 164,375 CHF | 99.72% | 99.72% |
11/12/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 480,838 CHF | 161,779 CHF | 99.50% | 99.50% |
10/12/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 476,177 CHF | 160,226 CHF | 99.82% | 99.82% |
09/12/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 506,628 CHF | 170,376 CHF | 98.28% | 98.28% |