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 | 0.72% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,592 CHF | 70,092 CHF | 98.13% | 98.13% |
18/12/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,338 CHF | 74,838 CHF | 96.26% | 96.26% |
17/12/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,972 CHF | 76,472 CHF | 99.38% | 99.38% |
16/12/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,444 CHF | 77,944 CHF | 99.37% | 99.37% |
13/12/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,192 CHF | 79,692 CHF | 99.38% | 99.38% |
12/12/2024 | 0.61% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 49,999 | 50,000 | 82,082 CHF | 82,584 CHF | 95.42% | 95.42% |
11/12/2024 | 0.68% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,013 CHF | 74,513 CHF | 99.38% | 99.38% |
10/12/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,179 CHF | 77,679 CHF | 99.37% | 99.37% |
09/12/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,967 CHF | 79,467 CHF | 99.38% | 99.38% |
06/12/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,731 CHF | 76,231 CHF | 99.39% | 99.39% |