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 | 22.22% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 36,000 CHF | 15,000 CHF | 98.39% | 98.39% |
18/12/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 27,000 CHF | 12,000 CHF | 99.17% | 99.17% |
17/12/2024 | 28.38% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 27,265 CHF | 12,088 CHF | 99.17% | 99.17% |
16/12/2024 | 28.36% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 27,293 CHF | 12,098 CHF | 99.17% | 99.17% |
13/12/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 27,000 CHF | 12,000 CHF | 98.91% | 98.91% |
12/12/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 27,000 CHF | 12,000 CHF | 98.03% | 98.03% |
11/12/2024 | 28.19% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 27,536 CHF | 12,179 CHF | 99.17% | 99.17% |
10/12/2024 | 25.07% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 31,966 CHF | 13,655 CHF | 99.17% | 99.17% |
09/12/2024 | 24.75% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 32,410 CHF | 13,804 CHF | 99.17% | 99.17% |
06/12/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 35,991 CHF | 14,997 CHF | 99.17% | 99.17% |