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 | 0.87% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,462 CHF | 57,962 CHF | 98.15% | 98.15% |
18/12/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,168 CHF | 62,668 CHF | 96.32% | 96.32% |
17/12/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,749 CHF | 64,249 CHF | 99.36% | 99.36% |
16/12/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,291 CHF | 65,791 CHF | 99.37% | 99.37% |
13/12/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,027 CHF | 67,527 CHF | 99.39% | 99.39% |
12/12/2024 | 0.71% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,005 CHF | 70,505 CHF | 95.40% | 95.40% |
11/12/2024 | 0.81% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,983 CHF | 62,483 CHF | 99.39% | 99.39% |
10/12/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,162 CHF | 65,662 CHF | 99.38% | 99.38% |
09/12/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,919 CHF | 67,419 CHF | 99.38% | 99.38% |
06/12/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,704 CHF | 64,204 CHF | 99.39% | 99.39% |