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 | 4.74% | 0.21 CHF | 0.22 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 123,726 CHF | 43,242 CHF | 98.39% | 98.39% |
18/12/2024 | 5.93% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 122,905 CHF | 43,468 CHF | 99.17% | 99.17% |
17/12/2024 | 5.89% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 123,640 CHF | 43,714 CHF | 99.17% | 99.17% |
16/12/2024 | 5.80% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 125,564 CHF | 44,355 CHF | 99.17% | 99.17% |
13/12/2024 | 6.21% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 117,103 CHF | 41,534 CHF | 98.91% | 98.91% |
12/12/2024 | 6.46% | 0.16 CHF | 0.17 CHF | 750,000 | 250,000 | 755,423 | 251,808 | 113,223 CHF | 40,259 CHF | 98.03% | 98.03% |
11/12/2024 | 6.20% | 0.15 CHF | 0.16 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 117,355 CHF | 41,619 CHF | 99.17% | 99.17% |
10/12/2024 | 5.86% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 124,444 CHF | 43,981 CHF | 99.17% | 99.17% |
09/12/2024 | 5.88% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 123,938 CHF | 43,813 CHF | 99.17% | 99.17% |
06/12/2024 | 5.53% | 0.17 CHF | 0.18 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 131,995 CHF | 46,498 CHF | 99.17% | 99.17% |