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 | 1.48% | 0.66 CHF | 0.67 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 302,696 CHF | 102,399 CHF | 98.39% | 98.39% |
18/12/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 226,515 CHF | 76,505 CHF | 99.17% | 99.17% |
17/12/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,922 CHF | 76,974 CHF | 99.17% | 99.17% |
16/12/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 227,180 CHF | 76,727 CHF | 99.17% | 99.17% |
13/12/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,735 CHF | 81,245 CHF | 98.91% | 98.91% |
12/12/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,589 CHF | 82,863 CHF | 98.03% | 98.03% |
11/12/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 243,662 CHF | 82,221 CHF | 99.17% | 99.17% |
10/12/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,335 CHF | 80,112 CHF | 99.17% | 99.17% |
09/12/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 238,364 CHF | 80,455 CHF | 99.17% | 99.17% |
06/12/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,759 CHF | 80,253 CHF | 99.17% | 99.17% |