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 | 7.28% | 0.13 CHF | 0.14 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 119,355 CHF | 42,785 CHF | 98.39% | 98.39% |
18/12/2024 | 6.06% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 143,963 CHF | 50,988 CHF | 99.17% | 99.17% |
17/12/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 143,540 CHF | 50,847 CHF | 99.17% | 99.17% |
16/12/2024 | 6.04% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 144,669 CHF | 51,223 CHF | 99.17% | 99.17% |
13/12/2024 | 5.52% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 158,657 CHF | 55,886 CHF | 98.91% | 98.91% |
12/12/2024 | 5.37% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 163,050 CHF | 57,350 CHF | 98.03% | 98.03% |
11/12/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 163,064 CHF | 57,355 CHF | 99.17% | 99.17% |
10/12/2024 | 5.63% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 155,527 CHF | 54,842 CHF | 99.17% | 99.17% |
09/12/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 153,940 CHF | 54,313 CHF | 99.17% | 99.17% |
06/12/2024 | 5.68% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 154,050 CHF | 54,350 CHF | 99.17% | 99.17% |