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 | 3.67% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 160,791 CHF | 55,597 CHF | 98.39% | 98.39% |
18/12/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 187,387 CHF | 64,462 CHF | 99.17% | 99.17% |
17/12/2024 | 3.13% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,812 CHF | 64,937 CHF | 99.17% | 99.17% |
16/12/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,364 CHF | 64,788 CHF | 99.17% | 99.17% |
13/12/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,325 CHF | 70,442 CHF | 98.91% | 98.91% |
12/12/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 211,689 CHF | 72,563 CHF | 98.03% | 98.03% |
11/12/2024 | 2.84% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,673 CHF | 71,558 CHF | 99.17% | 99.17% |
10/12/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 201,435 CHF | 69,145 CHF | 99.17% | 99.17% |
09/12/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 202,494 CHF | 69,498 CHF | 99.17% | 99.17% |
06/12/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 204,239 CHF | 70,080 CHF | 99.17% | 99.17% |