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 | 3.40% | 0.30 CHF | 0.31 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 217,002 CHF | 74,834 CHF | 98.39% | 98.39% |
18/12/2024 | 3.82% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 230,974 CHF | 79,992 CHF | 99.17% | 99.17% |
17/12/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 229,808 CHF | 79,603 CHF | 99.17% | 99.17% |
16/12/2024 | 3.81% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 231,972 CHF | 80,324 CHF | 99.17% | 99.17% |
13/12/2024 | 3.98% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 221,588 CHF | 76,863 CHF | 98.91% | 98.91% |
12/12/2024 | 4.09% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 215,653 CHF | 74,884 CHF | 98.03% | 98.03% |
11/12/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 220,713 CHF | 76,571 CHF | 99.17% | 99.17% |
10/12/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 225,586 CHF | 78,196 CHF | 99.17% | 99.17% |
09/12/2024 | 3.93% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 224,466 CHF | 77,822 CHF | 99.17% | 99.17% |
06/12/2024 | 3.75% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 235,615 CHF | 81,538 CHF | 99.17% | 99.17% |