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 | 1.34% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,980 CHF | 37,480 CHF | 98.13% | 98.13% |
18/12/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,590 CHF | 42,090 CHF | 96.31% | 96.31% |
17/12/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,087 CHF | 43,587 CHF | 99.39% | 99.39% |
16/12/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,707 CHF | 45,207 CHF | 99.37% | 99.37% |
13/12/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,461 CHF | 46,961 CHF | 99.36% | 99.36% |
12/12/2024 | 1.01% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 49,557 CHF | 50,055 CHF | 95.40% | 95.40% |
11/12/2024 | 1.22% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,621 CHF | 42,121 CHF | 99.38% | 99.38% |
10/12/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,851 CHF | 45,351 CHF | 99.39% | 99.39% |
09/12/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 47,054 CHF | 47,553 CHF | 99.38% | 99.38% |
06/12/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,820 CHF | 44,320 CHF | 99.39% | 99.39% |