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 | 1.10% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 406,286 CHF | 136,928 CHF | 100.00% | 100.00% |
19/12/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 403,369 CHF | 135,956 CHF | 99.30% | 99.30% |
18/12/2024 | 1.05% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,514 CHF | 144,005 CHF | 99.69% | 99.69% |
17/12/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 428,436 CHF | 144,312 CHF | 99.74% | 99.74% |
16/12/2024 | 0.94% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 475,179 CHF | 159,893 CHF | 99.46% | 99.46% |
13/12/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 466,318 CHF | 156,939 CHF | 99.57% | 99.57% |
12/12/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 476,576 CHF | 160,359 CHF | 99.40% | 99.40% |
11/12/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 470,639 CHF | 158,380 CHF | 99.81% | 99.81% |
10/12/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 464,235 CHF | 156,245 CHF | 99.88% | 99.88% |
09/12/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 493,774 CHF | 166,091 CHF | 98.32% | 98.32% |