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 | 1.95% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 228,165 CHF | 77,555 CHF | 98.39% | 98.39% |
18/12/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 267,693 CHF | 91,231 CHF | 99.17% | 99.17% |
17/12/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 267,459 CHF | 91,153 CHF | 99.17% | 99.17% |
16/12/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 268,631 CHF | 91,544 CHF | 99.17% | 99.17% |
13/12/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 256,468 CHF | 87,489 CHF | 98.91% | 98.91% |
12/12/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 251,708 CHF | 85,903 CHF | 98.03% | 98.03% |
11/12/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 254,823 CHF | 86,941 CHF | 99.17% | 99.17% |
10/12/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 261,893 CHF | 89,298 CHF | 99.17% | 99.17% |
09/12/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 258,741 CHF | 88,247 CHF | 99.17% | 99.17% |
06/12/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 266,721 CHF | 90,907 CHF | 99.17% | 99.17% |