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 | 1.56% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 564,187 | 188,062 | 357,470 CHF | 121,037 CHF | 99.32% | 99.32% |
19/12/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 282,585 CHF | 95,695 CHF | 98.78% | 98.78% |
18/12/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 301,110 CHF | 101,870 CHF | 98.91% | 98.91% |
17/12/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 302,131 CHF | 102,210 CHF | 99.74% | 99.74% |
16/12/2024 | 1.30% | 0.70 CHF | 0.71 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 344,717 CHF | 116,406 CHF | 99.25% | 99.25% |
13/12/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,160 CHF | 113,553 CHF | 99.53% | 99.53% |
12/12/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 345,862 CHF | 116,787 CHF | 99.48% | 99.48% |
11/12/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 340,485 CHF | 114,995 CHF | 99.51% | 99.51% |
10/12/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 336,210 CHF | 113,570 CHF | 99.59% | 99.59% |
09/12/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 362,878 CHF | 122,459 CHF | 98.77% | 98.77% |