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 | 8.14% | 0.12 CHF | 0.13 CHF | 100,000 | 32,000 | 100,000 | 32,000 | 11,907 CHF | 4,133 CHF | 99.70% | 99.70% |
18/12/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 100,000 | 32,000 | 100,000 | 32,000 | 10,000 CHF | 3,523 CHF | 100.00% | 100.00% |
17/12/2024 | 9.74% | 0.09 CHF | 0.10 CHF | 100,000 | 32,000 | 100,000 | 32,000 | 9,870 CHF | 3,482 CHF | 100.00% | 100.00% |
16/12/2024 | 9.62% | 0.10 CHF | 0.11 CHF | 100,000 | 32,000 | 100,000 | 32,000 | 10,000 CHF | 3,523 CHF | 98.89% | 98.89% |
13/12/2024 | 9.87% | 0.10 CHF | 0.11 CHF | 100,000 | 32,000 | 100,000 | 32,000 | 9,740 CHF | 3,440 CHF | 100.00% | 100.00% |
12/12/2024 | 9.99% | 0.10 CHF | 0.11 CHF | 2,484,000 | 32,000 | 2,461,960 | 32,000 | 236,942 CHF | 3,404 CHF | 100.00% | 100.00% |
11/12/2024 | 9.61% | 0.10 CHF | 0.11 CHF | 2,389,000 | 32,000 | 2,370,610 | 32,000 | 237,061 CHF | 3,523 CHF | 100.00% | 100.00% |
10/12/2024 | 9.64% | 0.10 CHF | 0.11 CHF | 2,653,000 | 32,000 | 2,622,870 | 32,000 | 261,592 CHF | 3,515 CHF | 100.00% | 100.00% |
09/12/2024 | 10.62% | 0.09 CHF | 0.10 CHF | 2,688,000 | 32,000 | 2,656,310 | 32,000 | 239,068 CHF | 3,203 CHF | 100.00% | 100.00% |
06/12/2024 | 10.62% | 0.09 CHF | 0.10 CHF | 2,708,000 | 32,000 | 2,688,440 | 32,000 | 241,960 CHF | 3,203 CHF | 100.00% | 100.00% |