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 | 0.34% | 4.07 CHF | 4.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 601,052 CHF | 603,108 CHF | 100.00% | 100.00% |
18/12/2024 | 0.34% | 3.74 CHF | 3.75 CHF | 150,000 | 150,000 | 149,676 | 149,676 | 555,365 CHF | 557,274 CHF | 100.00% | 100.00% |
17/12/2024 | 0.36% | 3.62 CHF | 3.64 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 552,223 CHF | 554,240 CHF | 100.00% | 100.00% |
16/12/2024 | 0.38% | 3.68 CHF | 3.70 CHF | 150,000 | 150,000 | 149,644 | 149,644 | 556,390 CHF | 558,487 CHF | 100.00% | 100.00% |
13/12/2024 | 0.39% | 3.70 CHF | 3.71 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 549,011 CHF | 551,182 CHF | 100.00% | 100.00% |
12/12/2024 | 0.38% | 3.66 CHF | 3.67 CHF | 150,000 | 150,000 | 149,661 | 149,661 | 547,918 CHF | 549,987 CHF | 100.00% | 100.00% |
11/12/2024 | 0.33% | 3.71 CHF | 3.72 CHF | 150,000 | 150,000 | 149,644 | 149,644 | 556,623 CHF | 558,492 CHF | 100.00% | 100.00% |
10/12/2024 | 0.28% | 3.73 CHF | 3.74 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 552,420 CHF | 553,943 CHF | 100.00% | 100.00% |
09/12/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 539,935 CHF | 541,435 CHF | 100.00% | 100.00% |
06/12/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 150,000 | 150,000 | 149,354 | 149,354 | 535,224 CHF | 536,719 CHF | 100.00% | 100.00% |