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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 4.77% | 0.19 CHF | 0.20 CHF | 1,000,000 | 1,000,000 | 390,786 | 389,053 | 79,859 CHF | 83,402 CHF | 99.65% | 99.65% |
27/12/2024 | 3.98% | 0.24 CHF | 0.25 CHF | 920,000 | 920,000 | 356,151 | 356,151 | 88,369 CHF | 91,947 CHF | 99.46% | 99.46% |
23/12/2024 | 3.40% | 0.27 CHF | 0.28 CHF | 840,000 | 840,000 | 320,299 | 310,134 | 91,923 CHF | 91,931 CHF | 100.00% | 100.00% |
20/12/2024 | 4.19% | 0.29 CHF | 0.30 CHF | 870,000 | 870,000 | 374,661 | 373,021 | 95,791 CHF | 99,163 CHF | 95.32% | 95.32% |