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 | 5.16% | 0.17 CHF | 0.18 CHF | 195,000 | 195,000 | 193,291 | 193,291 | 36,572 CHF | 38,505 CHF | 100.00% | 100.00% |
18/12/2024 | 4.02% | 0.24 CHF | 0.25 CHF | 190,000 | 190,000 | 189,085 | 189,085 | 46,214 CHF | 48,106 CHF | 100.00% | 100.00% |
17/12/2024 | 3.91% | 0.22 CHF | 0.23 CHF | 190,000 | 190,000 | 187,313 | 187,313 | 47,088 CHF | 48,961 CHF | 100.00% | 100.00% |
16/12/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 185,000 | 185,000 | 184,084 | 184,084 | 53,307 CHF | 55,150 CHF | 100.00% | 100.00% |
13/12/2024 | 3.55% | 0.27 CHF | 0.28 CHF | 190,000 | 190,000 | 185,507 | 185,507 | 51,434 CHF | 53,291 CHF | 100.00% | 100.00% |