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 | 1.19% | 1.32 CHF | 1.33 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 57,956 CHF | 58,533 CHF | 99.85% | 99.85% |
18/12/2024 | 1.27% | 1.24 CHF | 1.25 CHF | 98,000 | 98,000 | 44,264 | 44,264 | 53,720 CHF | 54,295 CHF | 99.12% | 99.12% |
17/12/2024 | 1.32% | 1.17 CHF | 1.18 CHF | 96,000 | 96,000 | 42,974 | 42,974 | 49,976 CHF | 50,532 CHF | 100.00% | 100.00% |
16/12/2024 | 1.56% | 1.12 CHF | 1.13 CHF | 96,000 | 96,000 | 41,592 | 41,592 | 42,767 CHF | 43,305 CHF | 99.83% | 99.83% |
13/12/2024 | 1.59% | 0.97 CHF | 0.98 CHF | 92,000 | 92,000 | 40,992 | 40,992 | 39,749 CHF | 40,282 CHF | 100.00% | 100.00% |
12/12/2024 | 1.66% | 0.93 CHF | 0.94 CHF | 92,000 | 92,000 | 41,059 | 41,059 | 38,189 CHF | 38,722 CHF | 100.00% | 100.00% |
11/12/2024 | 1.67% | 0.90 CHF | 0.91 CHF | 92,000 | 92,000 | 41,019 | 41,019 | 37,604 CHF | 38,136 CHF | 100.00% | 100.00% |
10/12/2024 | 1.73% | 0.91 CHF | 0.92 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 37,068 CHF | 37,601 CHF | 100.00% | 100.00% |
09/12/2024 | 1.84% | 0.88 CHF | 0.89 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 34,456 CHF | 34,986 CHF | 100.00% | 100.00% |
06/12/2024 | 1.77% | 0.88 CHF | 0.89 CHF | 92,000 | 92,000 | 41,210 | 41,210 | 36,364 CHF | 36,902 CHF | 97.26% | 97.26% |