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 | 6.59% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 132,265 CHF | 47,088 CHF | 98.39% | 98.39% |
18/12/2024 | 8.00% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 108,000 CHF | 39,000 CHF | 99.17% | 99.17% |
17/12/2024 | 7.92% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 109,161 CHF | 39,387 CHF | 99.17% | 99.17% |
16/12/2024 | 7.93% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 109,075 CHF | 39,358 CHF | 99.17% | 99.17% |
13/12/2024 | 8.13% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 106,284 CHF | 38,428 CHF | 98.91% | 98.91% |
12/12/2024 | 8.44% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 102,343 CHF | 37,114 CHF | 98.03% | 98.03% |
11/12/2024 | 8.27% | 0.11 CHF | 0.12 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 104,484 CHF | 37,828 CHF | 99.17% | 99.17% |
10/12/2024 | 7.98% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 108,314 CHF | 39,105 CHF | 99.17% | 99.17% |
09/12/2024 | 8.12% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 106,445 CHF | 38,482 CHF | 99.17% | 99.17% |
06/12/2024 | 7.63% | 0.12 CHF | 0.13 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 113,691 CHF | 40,897 CHF | 99.17% | 99.17% |