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 | 1.45% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 205,997 CHF | 69,666 CHF | 99.17% | 99.17% |
18/12/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,006 CHF | 79,335 CHF | 99.17% | 99.17% |
17/12/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 236,619 CHF | 79,873 CHF | 99.17% | 99.17% |
16/12/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 235,979 CHF | 79,660 CHF | 99.17% | 99.17% |
13/12/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 250,383 CHF | 84,461 CHF | 98.91% | 98.91% |
12/12/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 256,375 CHF | 86,458 CHF | 98.03% | 98.03% |
11/12/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 253,544 CHF | 85,515 CHF | 99.17% | 99.17% |
10/12/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 246,761 CHF | 83,254 CHF | 99.17% | 99.17% |
09/12/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 247,253 CHF | 83,418 CHF | 99.17% | 99.17% |
06/12/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 245,817 CHF | 82,939 CHF | 99.17% | 99.17% |