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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 341,361 CHF | 115,287 CHF | 98.39% | 98.39% |
18/12/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,167 CHF | 85,389 CHF | 99.17% | 99.17% |
17/12/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 254,315 CHF | 85,772 CHF | 99.17% | 99.17% |
16/12/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,614 CHF | 85,538 CHF | 99.17% | 99.17% |
13/12/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 267,363 CHF | 90,121 CHF | 98.91% | 98.91% |
12/12/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 272,128 CHF | 91,709 CHF | 98.03% | 98.03% |
11/12/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 270,234 CHF | 91,078 CHF | 99.17% | 99.17% |
10/12/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 263,755 CHF | 88,918 CHF | 99.17% | 99.17% |
09/12/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,555 CHF | 89,518 CHF | 99.17% | 99.17% |
06/12/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 265,294 CHF | 89,431 CHF | 99.17% | 99.17% |