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 | 1.83% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,674 | 100,674 | 54,496 CHF | 55,503 CHF | 94.62% | 94.62% |
18/12/2024 | 2.39% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 125,657 | 125,657 | 52,011 CHF | 53,267 CHF | 96.30% | 96.30% |
17/12/2024 | 2.76% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 151,649 | 151,649 | 54,135 CHF | 55,652 CHF | 98.32% | 98.32% |
16/12/2024 | 5.20% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 277,558 | 277,560 | 52,129 CHF | 54,906 CHF | 98.16% | 98.16% |
13/12/2024 | 5.06% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 268,989 | 268,989 | 51,804 CHF | 54,494 CHF | 98.91% | 98.91% |
12/12/2024 | 5.66% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,105 | 300,104 | 51,497 CHF | 54,498 CHF | 98.06% | 98.06% |
11/12/2024 | 5.54% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 302,607 | 302,607 | 53,128 CHF | 56,154 CHF | 98.82% | 98.82% |
10/12/2024 | 5.82% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 310,867 | 310,867 | 51,897 CHF | 55,006 CHF | 99.28% | 99.28% |
09/12/2024 | 7.25% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 387,138 | 387,137 | 51,486 CHF | 55,358 CHF | 98.96% | 98.96% |
06/12/2024 | 5.97% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 319,442 | 319,442 | 51,897 CHF | 55,092 CHF | 99.27% | 99.27% |