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 | 1.88% | 0.80 CHF | 0.81 CHF | 100,000 | 100,000 | 44,495 | 44,495 | 36,310 CHF | 36,887 CHF | 99.85% | 99.85% |
18/12/2024 | 1.70% | 0.87 CHF | 0.88 CHF | 98,000 | 98,000 | 44,265 | 44,265 | 39,771 CHF | 40,346 CHF | 99.13% | 99.13% |
17/12/2024 | 1.61% | 0.94 CHF | 0.95 CHF | 96,000 | 96,000 | 42,975 | 42,975 | 41,039 CHF | 41,596 CHF | 100.00% | 100.00% |
16/12/2024 | 1.37% | 0.99 CHF | 1.00 CHF | 96,000 | 96,000 | 41,593 | 41,593 | 45,223 CHF | 45,760 CHF | 99.83% | 99.83% |
13/12/2024 | 1.34% | 1.15 CHF | 1.16 CHF | 92,000 | 92,000 | 40,995 | 40,995 | 47,130 CHF | 47,663 CHF | 100.00% | 100.00% |
12/12/2024 | 1.31% | 1.18 CHF | 1.19 CHF | 92,000 | 92,000 | 41,049 | 41,049 | 48,331 CHF | 48,864 CHF | 100.00% | 100.00% |
11/12/2024 | 1.32% | 1.20 CHF | 1.21 CHF | 92,000 | 92,000 | 41,021 | 41,021 | 48,513 CHF | 49,045 CHF | 100.00% | 100.00% |
10/12/2024 | 1.28% | 1.18 CHF | 1.19 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 48,920 CHF | 49,453 CHF | 100.00% | 100.00% |
09/12/2024 | 1.23% | 1.20 CHF | 1.21 CHF | 92,000 | 92,000 | 40,786 | 40,786 | 50,758 CHF | 51,288 CHF | 100.00% | 100.00% |
06/12/2024 | 1.28% | 1.21 CHF | 1.22 CHF | 92,000 | 92,000 | 41,211 | 41,211 | 49,693 CHF | 50,230 CHF | 97.26% | 97.26% |