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 | 0.73% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 99,287 | 99,287 | 137,464 CHF | 138,460 CHF | 99.70% | 99.70% |
18/12/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 99,305 | 99,305 | 122,077 CHF | 123,073 CHF | 100.00% | 100.00% |
17/12/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 99,294 | 99,294 | 120,752 CHF | 121,748 CHF | 100.00% | 100.00% |
16/12/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 99,287 | 99,287 | 122,478 CHF | 123,474 CHF | 98.89% | 98.89% |
13/12/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 99,295 | 99,295 | 119,617 CHF | 120,613 CHF | 100.00% | 100.00% |
12/12/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 317,000 | 100,000 | 313,873 | 99,290 | 378,068 CHF | 120,593 CHF | 100.00% | 100.00% |
11/12/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 309,000 | 100,000 | 306,512 | 99,279 | 378,436 CHF | 123,568 CHF | 100.00% | 100.00% |
10/12/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 331,000 | 100,000 | 327,039 | 99,301 | 397,409 CHF | 121,666 CHF | 100.00% | 100.00% |
09/12/2024 | 0.86% | 1.18 CHF | 1.19 CHF | 333,000 | 100,000 | 329,788 | 99,306 | 387,360 CHF | 117,636 CHF | 100.00% | 100.00% |
06/12/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 333,000 | 100,000 | 331,119 | 99,305 | 386,698 CHF | 116,969 CHF | 100.00% | 100.00% |