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 | 1.25% | 0.82 CHF | 0.83 CHF | 250,000 | 250,000 | 110,444 | 110,444 | 89,850 CHF | 90,957 CHF | 99.55% | 99.55% |
18/12/2024 | 1.31% | 0.79 CHF | 0.80 CHF | 245,000 | 245,000 | 109,936 | 109,936 | 85,366 CHF | 86,468 CHF | 99.12% | 99.12% |
17/12/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 240,000 | 240,000 | 107,077 | 107,077 | 81,114 CHF | 82,187 CHF | 100.00% | 100.00% |
16/12/2024 | 1.47% | 0.74 CHF | 0.75 CHF | 240,000 | 240,000 | 104,131 | 104,131 | 73,075 CHF | 74,118 CHF | 99.83% | 99.83% |
13/12/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 230,000 | 230,000 | 102,636 | 102,636 | 69,638 CHF | 70,668 CHF | 99.98% | 99.98% |
12/12/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 230,000 | 230,000 | 102,793 | 102,793 | 67,889 CHF | 68,919 CHF | 100.00% | 100.00% |
11/12/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 230,000 | 230,000 | 102,705 | 102,705 | 67,266 CHF | 68,296 CHF | 100.00% | 100.00% |
10/12/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 230,000 | 230,000 | 102,848 | 102,848 | 66,501 CHF | 67,532 CHF | 100.00% | 100.00% |
09/12/2024 | 1.63% | 0.64 CHF | 0.65 CHF | 230,000 | 230,000 | 101,714 | 101,714 | 63,421 CHF | 64,440 CHF | 100.00% | 100.00% |
06/12/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 230,000 | 230,000 | 103,184 | 103,184 | 65,790 CHF | 66,824 CHF | 97.26% | 97.26% |