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 | 1.47% | 1.03 CHF | 1.04 CHF | 100,000 | 100,000 | 44,495 | 44,495 | 46,420 CHF | 46,998 CHF | 99.85% | 99.85% |
18/12/2024 | 1.37% | 1.10 CHF | 1.11 CHF | 98,000 | 98,000 | 44,265 | 44,265 | 49,755 CHF | 50,330 CHF | 99.12% | 99.12% |
17/12/2024 | 1.30% | 1.17 CHF | 1.18 CHF | 96,000 | 96,000 | 42,975 | 42,975 | 50,814 CHF | 51,371 CHF | 100.00% | 100.00% |
16/12/2024 | 1.14% | 1.22 CHF | 1.23 CHF | 96,000 | 96,000 | 41,595 | 41,595 | 54,619 CHF | 55,157 CHF | 99.83% | 99.83% |
13/12/2024 | 1.12% | 1.38 CHF | 1.39 CHF | 92,000 | 92,000 | 41,009 | 41,009 | 56,457 CHF | 56,990 CHF | 100.00% | 100.00% |
12/12/2024 | 1.10% | 1.40 CHF | 1.41 CHF | 92,000 | 92,000 | 41,060 | 41,060 | 57,674 CHF | 58,207 CHF | 100.00% | 100.00% |
11/12/2024 | 1.11% | 1.43 CHF | 1.44 CHF | 92,000 | 92,000 | 41,020 | 41,020 | 57,647 CHF | 58,179 CHF | 100.00% | 100.00% |
10/12/2024 | 1.08% | 1.41 CHF | 1.42 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 58,100 CHF | 58,633 CHF | 100.00% | 100.00% |
09/12/2024 | 1.04% | 1.42 CHF | 1.43 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 59,818 CHF | 60,347 CHF | 100.00% | 100.00% |
06/12/2024 | 1.09% | 1.43 CHF | 1.44 CHF | 92,000 | 92,000 | 41,211 | 41,211 | 58,824 CHF | 59,361 CHF | 97.26% | 97.26% |