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 | 5.96% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 317,877 | 317,877 | 51,726 CHF | 54,904 CHF | 98.13% | 98.13% |
18/12/2024 | 5.36% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 296,763 | 296,763 | 53,853 CHF | 56,821 CHF | 96.30% | 96.30% |
17/12/2024 | 5.23% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 284,720 | 284,720 | 52,966 CHF | 55,813 CHF | 99.38% | 99.38% |
16/12/2024 | 5.03% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 263,175 | 263,175 | 50,969 CHF | 53,601 CHF | 99.38% | 99.38% |
13/12/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,514 | 250,514 | 50,124 CHF | 52,629 CHF | 99.38% | 99.38% |
12/12/2024 | 4.62% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 252,325 | 252,325 | 53,406 CHF | 55,929 CHF | 95.28% | 95.28% |
11/12/2024 | 5.45% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 286,574 | 286,574 | 51,268 CHF | 54,134 CHF | 99.39% | 99.39% |
10/12/2024 | 4.96% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 258,881 | 258,881 | 50,847 CHF | 53,436 CHF | 99.38% | 99.38% |
09/12/2024 | 4.82% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 252,434 | 252,434 | 51,095 CHF | 53,619 CHF | 99.38% | 99.38% |
06/12/2024 | 5.12% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 274,956 | 274,956 | 52,360 CHF | 55,109 CHF | 99.39% | 99.39% |