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 | 1.68% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 265,749 CHF | 90,083 CHF | 98.39% | 98.39% |
18/12/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 319,174 CHF | 108,391 CHF | 99.17% | 99.17% |
17/12/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 598,792 | 199,597 | 318,206 CHF | 108,065 CHF | 99.17% | 99.17% |
16/12/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 320,884 CHF | 108,961 CHF | 99.17% | 99.17% |
13/12/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 307,226 CHF | 104,409 CHF | 98.91% | 98.91% |
12/12/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 302,926 CHF | 102,975 CHF | 98.03% | 98.03% |
11/12/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 304,218 CHF | 103,406 CHF | 99.17% | 99.17% |
10/12/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 312,309 CHF | 106,103 CHF | 99.17% | 99.17% |
09/12/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 311,090 CHF | 105,697 CHF | 99.17% | 99.17% |
06/12/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 319,626 CHF | 108,542 CHF | 99.17% | 99.17% |