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 | 1.38% | 7.00 CHF | 7.10 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 72,246 CHF | 36,623 CHF | 99.48% | 99.48% |
18/12/2024 | 1.43% | 7.07 CHF | 7.17 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 69,392 CHF | 35,196 CHF | 96.59% | 96.59% |
17/12/2024 | 1.50% | 6.64 CHF | 6.74 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 66,101 CHF | 33,550 CHF | 99.56% | 99.56% |
16/12/2024 | 1.52% | 6.40 CHF | 6.50 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 65,375 CHF | 33,188 CHF | 96.53% | 96.53% |
13/12/2024 | 1.33% | 7.31 CHF | 7.41 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 74,643 CHF | 37,822 CHF | 99.51% | 99.51% |
12/12/2024 | 1.50% | 6.74 CHF | 6.84 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 66,391 CHF | 33,696 CHF | 99.57% | 99.57% |
11/12/2024 | 1.53% | 6.51 CHF | 6.61 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 64,795 CHF | 32,898 CHF | 99.54% | 99.54% |
10/12/2024 | 0.80% | 6.39 CHF | 6.44 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 62,621 CHF | 63,121 CHF | 99.50% | 99.50% |
09/12/2024 | 0.86% | 5.89 CHF | 5.94 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 58,148 CHF | 58,648 CHF | 99.55% | 99.55% |
06/12/2024 | 0.90% | 5.42 CHF | 5.47 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 55,218 CHF | 55,718 CHF | 99.55% | 99.55% |