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 | 3.71% | 0.25 CHF | 0.26 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 119,115 CHF | 41,205 CHF | 99.17% | 99.17% |
18/12/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 150,250 CHF | 51,583 CHF | 99.17% | 99.17% |
17/12/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 152,223 CHF | 52,241 CHF | 99.17% | 99.17% |
16/12/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 151,646 CHF | 52,049 CHF | 99.17% | 99.17% |
13/12/2024 | 2.62% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 169,532 CHF | 58,011 CHF | 98.91% | 98.91% |
12/12/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 176,547 CHF | 60,349 CHF | 98.03% | 98.03% |
11/12/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,416 CHF | 59,305 CHF | 99.17% | 99.17% |
10/12/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 165,943 CHF | 56,814 CHF | 99.17% | 99.17% |
09/12/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 168,341 CHF | 57,614 CHF | 99.17% | 99.17% |
06/12/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 168,279 CHF | 57,593 CHF | 99.17% | 99.17% |