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 | 1.64% | 0.92 CHF | 0.93 CHF | 100,000 | 100,000 | 44,494 | 44,494 | 41,611 CHF | 42,189 CHF | 99.85% | 99.85% |
18/12/2024 | 1.51% | 0.99 CHF | 1.00 CHF | 98,000 | 98,000 | 44,265 | 44,265 | 44,998 CHF | 45,573 CHF | 99.14% | 99.14% |
17/12/2024 | 1.43% | 1.06 CHF | 1.07 CHF | 96,000 | 96,000 | 42,975 | 42,975 | 46,155 CHF | 46,712 CHF | 100.00% | 100.00% |
16/12/2024 | 1.24% | 1.11 CHF | 1.12 CHF | 96,000 | 96,000 | 41,594 | 41,594 | 50,090 CHF | 50,628 CHF | 99.83% | 99.83% |
13/12/2024 | 1.22% | 1.27 CHF | 1.28 CHF | 92,000 | 92,000 | 41,005 | 41,005 | 51,996 CHF | 52,528 CHF | 100.00% | 100.00% |
12/12/2024 | 1.19% | 1.29 CHF | 1.30 CHF | 92,000 | 92,000 | 41,060 | 41,060 | 53,185 CHF | 53,717 CHF | 100.00% | 100.00% |
11/12/2024 | 1.20% | 1.32 CHF | 1.33 CHF | 92,000 | 92,000 | 41,023 | 41,023 | 53,242 CHF | 53,774 CHF | 100.00% | 100.00% |
10/12/2024 | 1.17% | 1.30 CHF | 1.31 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 53,632 CHF | 54,165 CHF | 100.00% | 100.00% |
09/12/2024 | 1.13% | 1.32 CHF | 1.33 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 55,448 CHF | 55,978 CHF | 100.00% | 100.00% |
06/12/2024 | 1.16% | 1.32 CHF | 1.33 CHF | 92,000 | 92,000 | 41,078 | 41,078 | 54,223 CHF | 54,755 CHF | 100.00% | 100.00% |