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 | 1.30% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,105 CHF | 115,868 CHF | 99.57% | 99.57% |
19/12/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 340,360 CHF | 114,953 CHF | 98.65% | 98.65% |
18/12/2024 | 1.24% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 360,702 CHF | 121,734 CHF | 99.57% | 99.57% |
17/12/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 361,607 CHF | 122,036 CHF | 99.56% | 99.56% |
16/12/2024 | 1.10% | 0.84 CHF | 0.85 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,187 CHF | 137,229 CHF | 99.35% | 99.35% |
13/12/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 398,251 CHF | 134,250 CHF | 99.57% | 99.57% |
12/12/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 408,440 CHF | 137,647 CHF | 99.77% | 99.77% |
11/12/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 402,900 CHF | 135,800 CHF | 98.87% | 98.87% |
10/12/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 396,609 CHF | 133,703 CHF | 98.72% | 98.72% |
09/12/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,661 CHF | 143,720 CHF | 98.38% | 98.38% |