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 | 2.84% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,321 CHF | 71,440 CHF | 98.39% | 98.39% |
18/12/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 239,161 CHF | 81,720 CHF | 99.17% | 99.17% |
17/12/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 241,348 CHF | 82,449 CHF | 99.17% | 99.17% |
16/12/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 240,973 CHF | 82,324 CHF | 99.17% | 99.17% |
13/12/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 599,989 | 199,996 | 257,707 CHF | 87,902 CHF | 98.91% | 98.91% |
12/12/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 515,300 | 171,767 | 227,539 CHF | 77,564 CHF | 98.03% | 98.03% |
11/12/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 528,177 | 176,059 | 229,932 CHF | 78,405 CHF | 99.17% | 99.17% |
10/12/2024 | 2.34% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 253,918 CHF | 86,639 CHF | 99.17% | 99.17% |
09/12/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 599,926 | 199,975 | 255,538 CHF | 87,179 CHF | 99.17% | 99.17% |
06/12/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 596,492 | 198,831 | 256,262 CHF | 87,409 CHF | 99.17% | 99.17% |