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 | 4.40% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 200,330 CHF | 69,777 CHF | 98.39% | 98.39% |
18/12/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 171,000 CHF | 60,000 CHF | 99.17% | 99.17% |
17/12/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 171,370 CHF | 60,123 CHF | 99.17% | 99.17% |
16/12/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 171,314 CHF | 60,105 CHF | 99.17% | 99.17% |
13/12/2024 | 5.39% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 162,569 CHF | 57,190 CHF | 98.91% | 98.91% |
12/12/2024 | 5.43% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 161,284 CHF | 56,761 CHF | 98.03% | 98.03% |
11/12/2024 | 5.39% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 162,430 CHF | 57,143 CHF | 99.17% | 99.17% |
10/12/2024 | 5.20% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 168,710 CHF | 59,237 CHF | 99.17% | 99.17% |
09/12/2024 | 5.31% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 165,097 CHF | 58,032 CHF | 99.17% | 99.17% |
06/12/2024 | 5.01% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 175,340 CHF | 61,447 CHF | 99.17% | 99.17% |