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 | 1.47% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 404,851 CHF | 136,950 CHF | 99.57% | 99.57% |
19/12/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 590,682 | 196,894 | 395,546 CHF | 133,818 CHF | 98.76% | 98.76% |
18/12/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,161 CHF | 108,220 CHF | 99.63% | 99.63% |
17/12/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 321,350 CHF | 108,617 CHF | 99.39% | 99.39% |
16/12/2024 | 1.23% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 362,777 CHF | 122,426 CHF | 99.46% | 99.46% |
13/12/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 354,489 CHF | 119,663 CHF | 99.49% | 99.49% |
12/12/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,597 CHF | 122,699 CHF | 99.81% | 99.81% |
11/12/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,832 CHF | 120,777 CHF | 99.32% | 99.32% |
10/12/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 352,611 CHF | 119,037 CHF | 99.63% | 99.63% |
09/12/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 380,809 CHF | 128,436 CHF | 97.73% | 97.73% |