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 | 6.36% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 344,100 | 344,100 | 52,378 CHF | 55,819 CHF | 98.15% | 98.15% |
18/12/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 302,142 | 302,142 | 51,502 CHF | 54,523 CHF | 96.29% | 96.29% |
17/12/2024 | 5.49% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 296,895 | 296,895 | 52,673 CHF | 55,642 CHF | 99.38% | 99.38% |
16/12/2024 | 5.28% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 287,741 | 287,741 | 53,049 CHF | 55,926 CHF | 99.39% | 99.39% |
13/12/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 275,517 | 275,517 | 52,314 CHF | 55,070 CHF | 99.38% | 99.38% |
12/12/2024 | 4.86% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 259,626 | 259,626 | 52,160 CHF | 54,756 CHF | 95.20% | 95.20% |
11/12/2024 | 5.98% | 0.20 CHF | 0.21 CHF | 275,000 | 275,000 | 319,241 | 319,241 | 51,911 CHF | 55,103 CHF | 99.38% | 99.38% |
10/12/2024 | 5.30% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 292,000 | 292,001 | 53,681 CHF | 56,601 CHF | 99.36% | 99.36% |
09/12/2024 | 5.22% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 283,393 | 283,393 | 52,819 CHF | 55,653 CHF | 99.38% | 99.38% |
06/12/2024 | 5.70% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,482 | 301,482 | 51,375 CHF | 54,390 CHF | 99.38% | 99.38% |