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 | 0.39% | 2.11 CHF | 2.12 CHF | 75,000 | 75,000 | 74,999 | 75,000 | 192,551 CHF | 193,304 CHF | 100.00% | 100.00% |
18/12/2024 | 0.29% | 3.34 CHF | 3.35 CHF | 75,000 | 75,000 | 74,960 | 74,960 | 259,999 CHF | 260,749 CHF | 100.00% | 100.00% |
17/12/2024 | 0.29% | 3.49 CHF | 3.50 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 257,726 CHF | 258,476 CHF | 100.00% | 100.00% |
16/12/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 75,000 | 75,000 | 74,940 | 74,940 | 279,673 CHF | 280,423 CHF | 99.97% | 99.97% |
13/12/2024 | 0.26% | 3.64 CHF | 3.65 CHF | 75,000 | 75,000 | 74,921 | 74,921 | 284,447 CHF | 285,197 CHF | 100.00% | 100.00% |
12/12/2024 | 0.21% | 4.09 CHF | 4.10 CHF | 75,000 | 75,000 | 74,925 | 74,925 | 354,589 CHF | 355,339 CHF | 100.00% | 100.00% |
11/12/2024 | 0.21% | 5.02 CHF | 5.03 CHF | 75,000 | 75,000 | 74,812 | 74,812 | 353,310 CHF | 354,060 CHF | 100.00% | 100.00% |
10/12/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 359,898 CHF | 360,648 CHF | 100.00% | 100.00% |
09/12/2024 | 0.21% | 4.95 CHF | 4.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 349,906 CHF | 350,656 CHF | 100.00% | 100.00% |
06/12/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 314,949 CHF | 315,699 CHF | 98.98% | 98.98% |