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 | 2.62% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,399 CHF | 57,967 CHF | 99.17% | 99.17% |
18/12/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,364 CHF | 68,288 CHF | 99.17% | 99.17% |
17/12/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,687 CHF | 69,062 CHF | 99.17% | 99.17% |
16/12/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,657 CHF | 68,719 CHF | 99.17% | 99.17% |
13/12/2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,484 CHF | 74,328 CHF | 98.91% | 98.91% |
12/12/2024 | 1.98% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 225,084 CHF | 76,528 CHF | 98.03% | 98.03% |
11/12/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 222,736 CHF | 75,745 CHF | 99.17% | 99.17% |
10/12/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,858 CHF | 73,119 CHF | 99.17% | 99.17% |
09/12/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,789 CHF | 73,096 CHF | 99.17% | 99.17% |
06/12/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 214,256 CHF | 72,919 CHF | 99.17% | 99.17% |