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 | 3.88% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,294 CHF | 26,294 CHF | 99.49% | 99.49% |
18/12/2024 | 4.10% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,905 CHF | 24,905 CHF | 96.59% | 96.59% |
17/12/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,280 CHF | 23,280 CHF | 99.56% | 99.56% |
16/12/2024 | 4.46% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,969 CHF | 22,969 CHF | 96.54% | 96.54% |
13/12/2024 | 3.74% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,228 CHF | 27,228 CHF | 99.52% | 99.52% |
12/12/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,357 CHF | 23,357 CHF | 99.57% | 99.57% |
11/12/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,630 CHF | 22,630 CHF | 99.54% | 99.54% |
10/12/2024 | 4.79% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,400 CHF | 21,400 CHF | 99.51% | 99.51% |
09/12/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,973 CHF | 18,973 CHF | 99.55% | 99.55% |
06/12/2024 | 5.93% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,381 CHF | 17,381 CHF | 99.56% | 99.56% |