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 | 1.39% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 35,984 CHF | 36,480 CHF | 99.95% | 99.95% |
18/12/2024 | 0.51% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 49,533 | 49,530 | 97,082 CHF | 97,573 CHF | 100.00% | 100.00% |
17/12/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 49,533 | 49,531 | 98,769 CHF | 99,262 CHF | 100.00% | 100.00% |
16/12/2024 | 0.60% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 83,620 CHF | 84,116 CHF | 99.08% | 99.08% |
13/12/2024 | 0.65% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 77,044 CHF | 77,538 CHF | 100.00% | 100.00% |
12/12/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 68,982 CHF | 69,474 CHF | 100.00% | 100.00% |
11/12/2024 | 1.01% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 50,774 CHF | 51,270 CHF | 100.00% | 100.00% |
10/12/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 50,472 CHF | 50,963 CHF | 100.00% | 100.00% |
09/12/2024 | 0.83% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 60,375 CHF | 60,870 CHF | 100.00% | 100.00% |