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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20/12/2024 | - | 0.10 CHF | - CHF | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 40.70% |
19/12/2024 | 1.16% | 0.71 CHF | 0.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 215,546 CHF | 218,046 CHF | 98.58% | 98.58% |
18/12/2024 | 0.71% | 1.33 CHF | 1.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 350,874 CHF | 353,374 CHF | 99.98% | 99.98% |
17/12/2024 | 0.69% | 1.33 CHF | 1.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 361,602 CHF | 364,102 CHF | 99.88% | 99.88% |
16/12/2024 | 0.65% | 1.49 CHF | 1.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 380,903 CHF | 383,403 CHF | 99.85% | 99.85% |
13/12/2024 | 0.56% | 1.60 CHF | 1.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 444,697 CHF | 447,197 CHF | 99.98% | 99.98% |
12/12/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 250,000 | 250,000 | 248,664 | 248,664 | 416,618 CHF | 419,111 CHF | 100.00% | 100.00% |
11/12/2024 | 0.67% | 1.65 CHF | 1.66 CHF | 250,000 | 250,000 | 247,017 | 247,017 | 375,752 CHF | 378,238 CHF | 99.09% | 99.09% |
10/12/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 383,617 CHF | 386,117 CHF | 99.92% | 99.92% |