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 | 8.71% | 0.17 CHF | 0.18 CHF | 196,000 | 196,000 | 87,639 | 87,639 | 15,829 CHF | 17,074 CHF | 99.90% | 99.90% |
18/12/2024 | 6.99% | 0.24 CHF | 0.25 CHF | 194,000 | 194,000 | 86,969 | 86,776 | 20,253 CHF | 21,430 CHF | 99.46% | 99.46% |
17/12/2024 | 7.48% | 0.27 CHF | 0.28 CHF | 192,000 | 192,000 | 86,927 | 86,927 | 19,296 CHF | 20,518 CHF | 100.00% | 100.00% |
16/12/2024 | 6.94% | 0.22 CHF | 0.23 CHF | 194,000 | 194,000 | 85,210 | 85,210 | 19,805 CHF | 21,002 CHF | 99.99% | 99.99% |
13/12/2024 | 4.74% | 0.28 CHF | 0.29 CHF | 192,000 | 192,000 | 83,047 | 83,047 | 25,411 CHF | 26,476 CHF | 100.00% | 100.00% |
12/12/2024 | 4.33% | 0.36 CHF | 0.37 CHF | 188,000 | 188,000 | 78,106 | 78,106 | 29,016 CHF | 30,084 CHF | 99.83% | 99.83% |
11/12/2024 | 4.49% | 0.32 CHF | 0.33 CHF | 192,000 | 192,000 | 85,216 | 85,216 | 28,269 CHF | 29,377 CHF | 100.00% | 100.00% |
10/12/2024 | 4.17% | 0.38 CHF | 0.39 CHF | 190,000 | 190,000 | 84,665 | 84,665 | 31,842 CHF | 32,943 CHF | 100.00% | 100.00% |
09/12/2024 | 3.31% | 0.52 CHF | 0.53 CHF | 184,000 | 184,000 | 82,734 | 82,734 | 40,576 CHF | 41,653 CHF | 99.92% | 99.92% |
06/12/2024 | 7.27% | 0.22 CHF | 0.23 CHF | 198,000 | 198,000 | 88,751 | 88,751 | 19,828 CHF | 21,077 CHF | 100.00% | 100.00% |