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 | 5.17% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 278,136 | 278,136 | 52,387 CHF | 55,168 CHF | 98.13% | 98.13% |
18/12/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,648 CHF | 53,148 CHF | 96.28% | 96.28% |
17/12/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,516 | 249,516 | 52,356 CHF | 54,851 CHF | 99.36% | 99.36% |
16/12/2024 | 4.56% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,602 CHF | 56,102 CHF | 99.38% | 99.38% |
13/12/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,879 CHF | 57,379 CHF | 99.39% | 99.39% |
12/12/2024 | 4.30% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 233,061 | 233,061 | 53,044 CHF | 55,374 CHF | 95.21% | 95.21% |
11/12/2024 | 4.89% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 266,001 | 265,992 | 53,210 CHF | 55,868 CHF | 99.37% | 99.37% |
10/12/2024 | 4.52% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,083 CHF | 56,583 CHF | 99.37% | 99.37% |
09/12/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 243,710 | 243,710 | 53,642 CHF | 56,079 CHF | 99.39% | 99.39% |
06/12/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,740 | 250,740 | 52,636 CHF | 55,143 CHF | 99.38% | 99.38% |