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 | 2.44% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,066 CHF | 62,189 CHF | 98.39% | 98.39% |
18/12/2024 | 2.83% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,371 CHF | 71,790 CHF | 99.17% | 99.17% |
17/12/2024 | 2.84% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,369 CHF | 71,456 CHF | 99.17% | 99.17% |
16/12/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 209,765 CHF | 71,922 CHF | 99.17% | 99.17% |
13/12/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,205 CHF | 68,402 CHF | 98.91% | 98.91% |
12/12/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,283 CHF | 67,095 CHF | 98.03% | 98.03% |
11/12/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 198,653 CHF | 68,218 CHF | 99.17% | 99.17% |
10/12/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 205,664 CHF | 70,555 CHF | 99.17% | 99.17% |
09/12/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 200,824 CHF | 68,942 CHF | 99.17% | 99.17% |
06/12/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,681 CHF | 71,560 CHF | 99.17% | 99.17% |