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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.91% | 3.32 CHF | 3.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,953 CHF | 66,553 CHF | 58.19% | 58.19% |
27/12/2024 | 0.94% | 3.24 CHF | 3.27 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,570 CHF | 64,170 CHF | 95.90% | 95.90% |
23/12/2024 | 1.03% | 2.95 CHF | 2.98 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 57,948 CHF | 58,548 CHF | 88.03% | 88.03% |
20/12/2024 | 0.96% | 3.27 CHF | 3.30 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,154 CHF | 62,754 CHF | 98.89% | 98.89% |
19/12/2024 | 0.94% | 3.09 CHF | 3.12 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,383 CHF | 63,983 CHF | 99.48% | 99.48% |
18/12/2024 | 0.97% | 3.12 CHF | 3.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 61,426 CHF | 62,026 CHF | 96.57% | 96.57% |
17/12/2024 | 1.01% | 2.97 CHF | 3.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 59,116 CHF | 59,716 CHF | 99.55% | 99.55% |
16/12/2024 | 1.02% | 2.88 CHF | 2.91 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 58,547 CHF | 59,147 CHF | 96.53% | 96.53% |
13/12/2024 | 0.92% | 3.20 CHF | 3.23 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,044 CHF | 65,644 CHF | 99.51% | 99.51% |
12/12/2024 | 1.01% | 2.99 CHF | 3.02 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 59,120 CHF | 59,720 CHF | 99.56% | 99.56% |