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 | 11.65% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 72,834 CHF | 27,278 CHF | 98.39% | 98.39% |
18/12/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 90,000 CHF | 33,000 CHF | 99.17% | 99.17% |
17/12/2024 | 9.43% | 0.10 CHF | 0.11 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 91,005 CHF | 33,335 CHF | 99.17% | 99.17% |
16/12/2024 | 9.42% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 91,109 CHF | 33,370 CHF | 99.17% | 99.17% |
13/12/2024 | 8.44% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 102,300 CHF | 37,100 CHF | 98.91% | 98.91% |
12/12/2024 | 7.96% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 108,534 CHF | 39,178 CHF | 98.03% | 98.03% |
11/12/2024 | 8.18% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 105,647 CHF | 38,216 CHF | 99.17% | 99.17% |
10/12/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 100,484 CHF | 36,495 CHF | 99.17% | 99.17% |
09/12/2024 | 8.58% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 100,441 CHF | 36,480 CHF | 99.17% | 99.17% |
06/12/2024 | 8.46% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 102,071 CHF | 37,024 CHF | 99.17% | 99.17% |