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 | 1.09% | 0.94 CHF | 0.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,590 CHF | 69,340 CHF | 94.57% | 94.57% |
18/12/2024 | 1.32% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,651 CHF | 57,401 CHF | 95.95% | 95.95% |
17/12/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 78,300 | 78,300 | 52,932 CHF | 53,715 CHF | 98.22% | 98.22% |
16/12/2024 | 2.51% | 0.61 CHF | 0.62 CHF | 125,000 | 125,000 | 145,302 | 145,302 | 57,537 CHF | 58,990 CHF | 82.83% | 82.83% |
13/12/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 127,676 | 127,676 | 52,359 CHF | 53,635 CHF | 98.68% | 98.68% |
12/12/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,165 CHF | 56,665 CHF | 98.72% | 98.72% |
11/12/2024 | 2.70% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,789 CHF | 56,289 CHF | 99.29% | 99.29% |
10/12/2024 | 2.83% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,588 | 150,588 | 52,499 CHF | 54,005 CHF | 98.96% | 98.96% |
09/12/2024 | 3.42% | 0.34 CHF | 0.35 CHF | 175,000 | 175,000 | 189,398 | 189,398 | 54,445 CHF | 56,339 CHF | 99.16% | 99.16% |
06/12/2024 | 2.93% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 164,708 | 164,708 | 55,379 CHF | 57,027 CHF | 99.32% | 99.32% |