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 | 0.92% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,471 CHF | 54,971 CHF | 98.55% | 98.55% |
18/12/2024 | 0.42% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,929 CHF | 120,429 CHF | 86.72% | 86.72% |
17/12/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,656 CHF | 122,156 CHF | 99.67% | 99.67% |
16/12/2024 | 0.47% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,135 CHF | 106,635 CHF | 98.68% | 98.68% |
13/12/2024 | 0.51% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,241 CHF | 98,741 CHF | 99.97% | 99.97% |
12/12/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 49,731 | 49,731 | 89,920 CHF | 90,422 CHF | 100.00% | 100.00% |
11/12/2024 | 0.76% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 49,403 | 49,403 | 71,551 CHF | 72,054 CHF | 99.16% | 99.16% |
10/12/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,968 CHF | 72,468 CHF | 100.00% | 100.00% |
09/12/2024 | 0.61% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,272 CHF | 81,772 CHF | 99.87% | 99.87% |
06/12/2024 | 0.70% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,229 CHF | 71,729 CHF | 99.58% | 99.58% |