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 | 1.93% | 0.53 CHF | 0.54 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 46,176 CHF | 47,076 CHF | 99.49% | 99.49% |
18/12/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 43,747 CHF | 44,547 CHF | 99.58% | 99.58% |
17/12/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 46,811 CHF | 47,611 CHF | 99.57% | 99.57% |
16/12/2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 53,014 CHF | 53,914 CHF | 99.60% | 99.60% |
13/12/2024 | 1.95% | 0.52 CHF | 0.53 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 40,555 CHF | 41,355 CHF | 99.52% | 99.52% |
12/12/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 40,876 CHF | 41,576 CHF | 99.35% | 99.35% |
11/12/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 41,783 CHF | 42,483 CHF | 99.48% | 99.52% |
10/12/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 37,642 CHF | 38,242 CHF | 99.50% | 99.50% |
09/12/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 41,767 CHF | 42,367 CHF | 99.55% | 99.55% |
06/12/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,173 CHF | 37,673 CHF | 99.52% | 99.57% |