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 | 5.02% | 0.36 CHF | 0.38 CHF | 86,904 | 50,000 | 86,514 | 49,905 | 31,679 CHF | 19,213 CHF | 94.97% | 94.97% |
18/12/2024 | 4.87% | 0.39 CHF | 0.41 CHF | 85,895 | 50,000 | 85,591 | 50,000 | 34,348 CHF | 21,066 CHF | 99.47% | 99.47% |
17/12/2024 | 3.75% | 0.41 CHF | 0.43 CHF | 85,501 | 50,000 | 85,493 | 50,000 | 35,952 CHF | 21,832 CHF | 99.39% | 99.39% |
16/12/2024 | 3.58% | 0.47 CHF | 0.48 CHF | 84,103 | 50,000 | 84,714 | 50,000 | 37,066 CHF | 22,681 CHF | 100.00% | 100.00% |
13/12/2024 | 4.33% | 0.43 CHF | 0.45 CHF | 85,095 | 50,000 | 84,449 | 50,000 | 38,236 CHF | 23,642 CHF | 100.00% | 100.00% |
12/12/2024 | 4.56% | 0.45 CHF | 0.47 CHF | 84,160 | 50,000 | 84,181 | 48,941 | 37,127 CHF | 22,572 CHF | 97.51% | 97.51% |
11/12/2024 | 4.48% | 0.45 CHF | 0.47 CHF | 83,574 | 50,000 | 83,919 | 50,000 | 36,722 CHF | 22,887 CHF | 99.33% | 99.33% |
10/12/2024 | 4.84% | 0.37 CHF | 0.39 CHF | 85,217 | 50,000 | 84,319 | 50,000 | 34,074 CHF | 21,213 CHF | 100.00% | 100.00% |
09/12/2024 | 4.61% | 0.41 CHF | 0.43 CHF | 83,760 | 50,000 | 83,736 | 50,000 | 35,586 CHF | 22,258 CHF | 100.00% | 100.00% |
06/12/2024 | 4.15% | 0.51 CHF | 0.53 CHF | 81,672 | 50,000 | 82,557 | 50,000 | 39,040 CHF | 24,656 CHF | 99.55% | 99.55% |