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 | 3.17% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,049 CHF | 32,049 CHF | 99.48% | 99.48% |
18/12/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,691 CHF | 30,691 CHF | 96.57% | 96.57% |
17/12/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,086 CHF | 29,086 CHF | 99.56% | 99.56% |
16/12/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,748 CHF | 28,748 CHF | 96.52% | 96.52% |
13/12/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,006 CHF | 33,006 CHF | 99.51% | 99.51% |
12/12/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,100 CHF | 29,100 CHF | 99.57% | 99.57% |
11/12/2024 | 3.59% | 0.28 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,349 CHF | 28,349 CHF | 99.54% | 99.54% |
10/12/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,110 CHF | 27,110 CHF | 99.50% | 99.50% |
09/12/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,698 CHF | 24,698 CHF | 99.55% | 99.55% |
06/12/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,097 CHF | 23,097 CHF | 99.55% | 99.55% |