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 | 3.04% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 173,894 | 173,894 | 56,388 CHF | 58,127 CHF | 98.14% | 98.14% |
18/12/2024 | 2.81% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,668 CHF | 54,168 CHF | 96.32% | 96.32% |
17/12/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 53,888 CHF | 55,388 CHF | 99.38% | 99.38% |
16/12/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,555 CHF | 57,055 CHF | 99.39% | 99.39% |
13/12/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 56,573 CHF | 58,073 CHF | 99.38% | 99.38% |
12/12/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 150,000 | 150,000 | 134,722 | 134,722 | 52,720 CHF | 54,067 CHF | 95.22% | 95.22% |
11/12/2024 | 2.91% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 160,320 | 160,320 | 54,410 CHF | 56,013 CHF | 99.38% | 99.38% |
10/12/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,625 CHF | 56,125 CHF | 99.37% | 99.37% |
09/12/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,673 CHF | 57,173 CHF | 99.39% | 99.39% |
06/12/2024 | 2.81% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 150,741 | 150,741 | 52,936 CHF | 54,444 CHF | 99.38% | 99.38% |