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 | 5.28% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 288,025 | 288,025 | 53,109 CHF | 55,989 CHF | 98.15% | 98.15% |
18/12/2024 | 4.86% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,253 CHF | 52,753 CHF | 96.30% | 96.30% |
17/12/2024 | 4.71% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,255 | 249,255 | 51,705 CHF | 54,198 CHF | 99.36% | 99.36% |
16/12/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,578 CHF | 56,078 CHF | 99.39% | 99.39% |
13/12/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,748 | 249,748 | 54,803 CHF | 57,300 CHF | 99.38% | 99.38% |
12/12/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 233,361 | 233,361 | 53,603 CHF | 55,937 CHF | 95.23% | 95.23% |
11/12/2024 | 5.13% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 273,007 | 273,006 | 52,051 CHF | 54,781 CHF | 99.39% | 99.39% |
10/12/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,527 CHF | 55,027 CHF | 99.36% | 99.36% |
09/12/2024 | 4.55% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,208 | 249,208 | 53,514 CHF | 56,006 CHF | 99.38% | 99.38% |
06/12/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 251,480 | 251,480 | 50,411 CHF | 52,926 CHF | 99.38% | 99.38% |