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 | 7.02% | 0.14 CHF | 0.15 CHF | 600,000 | 50,000 | 658,213 | 50,000 | 90,398 CHF | 7,412 CHF | 99.16% | 99.16% |
18/12/2024 | 5.55% | 0.17 CHF | 0.18 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 105,290 CHF | 9,274 CHF | 99.16% | 99.16% |
17/12/2024 | 4.81% | 0.22 CHF | 0.23 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 122,364 CHF | 10,697 CHF | 99.16% | 99.16% |
16/12/2024 | 5.18% | 0.21 CHF | 0.22 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 112,935 CHF | 9,911 CHF | 99.16% | 99.16% |
13/12/2024 | 5.08% | 0.21 CHF | 0.22 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 115,379 CHF | 10,115 CHF | 99.21% | 99.21% |
12/12/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 108,639 CHF | 9,553 CHF | 98.42% | 98.42% |
11/12/2024 | 5.25% | 0.18 CHF | 0.19 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 111,657 CHF | 9,805 CHF | 99.16% | 99.16% |
10/12/2024 | 4.85% | 0.18 CHF | 0.19 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 121,306 CHF | 10,609 CHF | 99.17% | 99.17% |
09/12/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 137,334 CHF | 11,945 CHF | 99.17% | 99.17% |
06/12/2024 | 3.64% | 0.26 CHF | 0.27 CHF | 600,000 | 50,000 | 600,000 | 50,000 | 162,097 CHF | 14,008 CHF | 99.16% | 99.16% |