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 | 3.84% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 63,896 CHF | 66,396 CHF | 99.47% | 99.47% |
18/12/2024 | 3.67% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 66,873 CHF | 69,373 CHF | 99.58% | 99.58% |
17/12/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 69,960 CHF | 72,460 CHF | 99.58% | 99.58% |
16/12/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 70,154 CHF | 72,654 CHF | 99.57% | 99.57% |
13/12/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 63,455 CHF | 65,955 CHF | 99.51% | 99.51% |
12/12/2024 | 3.52% | 0.27 CHF | 0.28 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 62,772 CHF | 65,022 CHF | 99.32% | 99.32% |
11/12/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 63,082 CHF | 65,332 CHF | 99.53% | 99.53% |
10/12/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 58,065 CHF | 60,065 CHF | 99.46% | 99.52% |
09/12/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 62,104 CHF | 64,104 CHF | 99.57% | 99.57% |
06/12/2024 | 3.03% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 56,884 CHF | 58,634 CHF | 99.56% | 99.56% |