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 | 6.35% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 341,565 | 341,560 | 52,071 CHF | 55,486 CHF | 95.89% | 95.89% |
18/12/2024 | 5.70% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 299,347 | 299,347 | 51,018 CHF | 54,011 CHF | 96.32% | 96.32% |
17/12/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 283,773 | 283,773 | 52,531 CHF | 55,368 CHF | 98.82% | 98.82% |
16/12/2024 | 4.08% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 210,931 | 210,931 | 50,617 CHF | 52,727 CHF | 98.32% | 98.32% |
13/12/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,596 CHF | 53,596 CHF | 98.65% | 98.65% |
12/12/2024 | 3.53% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 199,377 | 199,377 | 55,461 CHF | 57,455 CHF | 98.16% | 98.16% |
11/12/2024 | 3.57% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 197,043 | 197,049 | 54,133 CHF | 56,105 CHF | 98.36% | 98.36% |
10/12/2024 | 3.43% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 181,990 | 181,990 | 52,157 CHF | 53,977 CHF | 99.36% | 99.36% |
09/12/2024 | 3.10% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 55,574 CHF | 57,324 CHF | 99.18% | 99.18% |
06/12/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 176,490 | 176,489 | 52,390 CHF | 54,154 CHF | 99.40% | 99.40% |