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 | 1.46% | 0.70 CHF | 0.71 CHF | 250,000 | 250,000 | 110,856 | 110,856 | 76,912 CHF | 78,023 CHF | 99.85% | 99.85% |
18/12/2024 | 1.54% | 0.67 CHF | 0.68 CHF | 245,000 | 245,000 | 109,849 | 109,849 | 72,318 CHF | 73,420 CHF | 99.18% | 99.18% |
17/12/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 107,059 | 107,059 | 68,278 CHF | 69,351 CHF | 100.00% | 100.00% |
16/12/2024 | 1.78% | 0.62 CHF | 0.63 CHF | 240,000 | 240,000 | 104,082 | 104,082 | 60,658 CHF | 61,701 CHF | 99.88% | 99.88% |
13/12/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 230,000 | 230,000 | 102,507 | 102,507 | 57,282 CHF | 58,312 CHF | 100.00% | 100.00% |
12/12/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 230,000 | 230,000 | 102,745 | 102,745 | 55,706 CHF | 56,736 CHF | 100.00% | 100.00% |
11/12/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 230,000 | 230,000 | 102,554 | 102,554 | 54,970 CHF | 56,000 CHF | 100.00% | 100.00% |
10/12/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 230,000 | 230,000 | 102,849 | 102,849 | 54,435 CHF | 55,465 CHF | 100.00% | 100.00% |
09/12/2024 | 2.01% | 0.52 CHF | 0.53 CHF | 230,000 | 230,000 | 101,706 | 101,706 | 51,426 CHF | 52,445 CHF | 100.00% | 100.00% |
06/12/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 230,000 | 230,000 | 102,818 | 102,818 | 53,663 CHF | 54,694 CHF | 100.00% | 100.00% |