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 | 1.50% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 99,260 | 99,260 | 66,423 CHF | 67,418 CHF | 99.68% | 99.68% |
18/12/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 99,232 | 99,232 | 83,443 CHF | 84,438 CHF | 100.00% | 100.00% |
17/12/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 100,000 | 100,000 | 99,241 | 99,241 | 85,484 CHF | 86,479 CHF | 100.00% | 100.00% |
16/12/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 99,233 | 99,233 | 83,406 CHF | 84,401 CHF | 98.89% | 98.89% |
13/12/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 100,000 | 100,000 | 99,236 | 99,236 | 87,017 CHF | 88,012 CHF | 100.00% | 100.00% |
12/12/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 273,000 | 100,000 | 270,722 | 99,244 | 237,362 CHF | 88,011 CHF | 100.00% | 100.00% |
11/12/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 281,000 | 100,000 | 278,726 | 99,250 | 235,104 CHF | 84,716 CHF | 100.00% | 100.00% |
10/12/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 255,000 | 100,000 | 251,778 | 99,221 | 219,717 CHF | 87,581 CHF | 100.00% | 100.00% |
09/12/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 249,000 | 100,000 | 246,869 | 99,216 | 228,488 CHF | 92,826 CHF | 100.00% | 100.00% |
06/12/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 246,000 | 100,000 | 244,415 | 99,216 | 228,634 CHF | 93,807 CHF | 100.00% | 100.00% |