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 | 1.38% | 1.13 CHF | 1.14 CHF | 100,000 | 100,000 | 44,494 | 44,494 | 49,734 CHF | 50,311 CHF | 99.85% | 99.85% |
18/12/2024 | 1.50% | 1.05 CHF | 1.06 CHF | 98,000 | 98,000 | 44,263 | 44,263 | 45,566 CHF | 46,141 CHF | 99.13% | 99.13% |
17/12/2024 | 1.57% | 0.99 CHF | 1.00 CHF | 96,000 | 96,000 | 42,974 | 42,974 | 42,101 CHF | 42,657 CHF | 100.00% | 100.00% |
16/12/2024 | 1.92% | 0.94 CHF | 0.95 CHF | 96,000 | 96,000 | 41,592 | 41,592 | 35,119 CHF | 35,657 CHF | 99.83% | 99.83% |
13/12/2024 | 1.95% | 0.78 CHF | 0.79 CHF | 92,000 | 92,000 | 41,006 | 41,006 | 32,209 CHF | 32,742 CHF | 100.00% | 100.00% |
12/12/2024 | 2.07% | 0.75 CHF | 0.76 CHF | 92,000 | 92,000 | 41,059 | 41,059 | 30,644 CHF | 31,176 CHF | 100.00% | 100.00% |
11/12/2024 | 2.07% | 0.71 CHF | 0.72 CHF | 92,000 | 92,000 | 41,018 | 41,018 | 30,127 CHF | 30,660 CHF | 100.00% | 100.00% |
10/12/2024 | 2.16% | 0.73 CHF | 0.74 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 29,608 CHF | 30,141 CHF | 100.00% | 100.00% |
09/12/2024 | 2.35% | 0.70 CHF | 0.71 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 27,065 CHF | 27,595 CHF | 100.00% | 100.00% |
06/12/2024 | 2.23% | 0.70 CHF | 0.71 CHF | 92,000 | 92,000 | 41,211 | 41,211 | 28,916 CHF | 29,453 CHF | 97.26% | 97.26% |