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 | 0.93% | 1.05 CHF | 1.06 CHF | 57,000 | 57,000 | 54,579 | 54,579 | 58,593 CHF | 59,140 CHF | 100.00% | 100.00% |
18/12/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 56,000 | 56,000 | 53,622 | 53,622 | 62,310 CHF | 62,847 CHF | 100.00% | 100.00% |
17/12/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 55,000 | 55,000 | 53,568 | 53,568 | 63,168 CHF | 63,703 CHF | 100.00% | 100.00% |
16/12/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 55,000 | 55,000 | 53,077 | 53,077 | 66,860 CHF | 67,391 CHF | 100.00% | 100.00% |
13/12/2024 | 0.74% | 1.30 CHF | 1.31 CHF | 54,000 | 54,000 | 52,354 | 52,354 | 70,663 CHF | 71,187 CHF | 100.00% | 100.00% |
12/12/2024 | 0.67% | 1.39 CHF | 1.40 CHF | 53,000 | 53,000 | 51,085 | 51,085 | 75,576 CHF | 76,087 CHF | 100.00% | 100.00% |
11/12/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 52,000 | 52,000 | 51,193 | 51,193 | 75,677 CHF | 76,190 CHF | 100.00% | 100.00% |
10/12/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 52,000 | 52,000 | 51,021 | 51,021 | 76,587 CHF | 77,097 CHF | 100.00% | 100.00% |
09/12/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 52,000 | 52,000 | 50,816 | 50,816 | 77,701 CHF | 78,209 CHF | 100.00% | 100.00% |
06/12/2024 | 0.73% | 1.31 CHF | 1.32 CHF | 55,000 | 55,000 | 52,647 | 52,647 | 71,430 CHF | 71,957 CHF | 100.00% | 100.00% |