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 | 1.28% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 44,494 | 44,494 | 53,864 CHF | 54,441 CHF | 99.85% | 99.85% |
18/12/2024 | 1.38% | 1.15 CHF | 1.16 CHF | 98,000 | 98,000 | 44,263 | 44,263 | 49,622 CHF | 50,197 CHF | 99.11% | 99.11% |
17/12/2024 | 1.43% | 1.08 CHF | 1.09 CHF | 96,000 | 96,000 | 42,974 | 42,974 | 46,033 CHF | 46,590 CHF | 100.00% | 100.00% |
16/12/2024 | 1.72% | 1.03 CHF | 1.04 CHF | 96,000 | 96,000 | 41,593 | 41,593 | 38,946 CHF | 39,484 CHF | 99.82% | 99.82% |
13/12/2024 | 1.75% | 0.87 CHF | 0.88 CHF | 92,000 | 92,000 | 40,993 | 40,993 | 35,976 CHF | 36,508 CHF | 100.00% | 100.00% |
12/12/2024 | 1.85% | 0.84 CHF | 0.85 CHF | 92,000 | 92,000 | 41,056 | 41,056 | 34,409 CHF | 34,942 CHF | 100.00% | 100.00% |
11/12/2024 | 1.85% | 0.81 CHF | 0.82 CHF | 92,000 | 92,000 | 41,015 | 41,015 | 33,873 CHF | 34,405 CHF | 100.00% | 100.00% |
10/12/2024 | 1.92% | 0.82 CHF | 0.83 CHF | 92,000 | 92,000 | 41,083 | 41,083 | 33,336 CHF | 33,868 CHF | 100.00% | 100.00% |
09/12/2024 | 2.06% | 0.79 CHF | 0.80 CHF | 92,000 | 92,000 | 40,785 | 40,785 | 30,755 CHF | 31,285 CHF | 100.00% | 100.00% |
06/12/2024 | 1.97% | 0.79 CHF | 0.80 CHF | 92,000 | 92,000 | 41,211 | 41,211 | 32,636 CHF | 33,173 CHF | 97.26% | 97.26% |