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 | 3.77% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,007 CHF | 54,007 CHF | 98.13% | 98.13% |
18/12/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,000 CHF | 52,000 CHF | 96.28% | 96.28% |
17/12/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 206,265 | 206,265 | 50,899 CHF | 52,962 CHF | 99.37% | 99.37% |
16/12/2024 | 4.08% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 220,956 | 220,956 | 53,052 CHF | 55,261 CHF | 99.38% | 99.38% |
13/12/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 52,090 CHF | 54,340 CHF | 99.39% | 99.39% |
12/12/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 241,640 | 241,641 | 53,950 CHF | 56,366 CHF | 95.20% | 95.20% |
11/12/2024 | 4.07% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 217,489 | 217,489 | 52,337 CHF | 54,512 CHF | 99.39% | 99.39% |
10/12/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,928 CHF | 56,178 CHF | 99.39% | 99.39% |
09/12/2024 | 4.21% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 226,050 | 226,050 | 52,583 CHF | 54,844 CHF | 99.38% | 99.38% |
06/12/2024 | 4.10% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 224,261 | 224,261 | 53,550 CHF | 55,792 CHF | 99.38% | 99.38% |