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 | 1.15% | 1.36 CHF | 1.37 CHF | 100,000 | 100,000 | 44,494 | 44,494 | 60,020 CHF | 60,597 CHF | 99.85% | 99.85% |
18/12/2024 | 1.23% | 1.28 CHF | 1.29 CHF | 98,000 | 98,000 | 44,258 | 44,258 | 55,735 CHF | 56,310 CHF | 99.18% | 99.18% |
17/12/2024 | 1.27% | 1.22 CHF | 1.23 CHF | 96,000 | 96,000 | 42,974 | 42,974 | 51,997 CHF | 52,554 CHF | 100.00% | 100.00% |
16/12/2024 | 1.50% | 1.17 CHF | 1.18 CHF | 96,000 | 96,000 | 41,589 | 41,589 | 44,644 CHF | 45,182 CHF | 99.88% | 99.88% |
13/12/2024 | 1.52% | 1.01 CHF | 1.02 CHF | 92,000 | 92,000 | 40,998 | 40,998 | 41,607 CHF | 42,140 CHF | 100.00% | 100.00% |
12/12/2024 | 1.59% | 0.98 CHF | 0.99 CHF | 92,000 | 92,000 | 41,048 | 41,048 | 39,985 CHF | 40,517 CHF | 100.00% | 100.00% |
11/12/2024 | 1.60% | 0.94 CHF | 0.95 CHF | 92,000 | 92,000 | 41,017 | 41,017 | 39,334 CHF | 39,867 CHF | 100.00% | 100.00% |
10/12/2024 | 1.65% | 0.95 CHF | 0.96 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 38,870 CHF | 39,402 CHF | 100.00% | 100.00% |
09/12/2024 | 1.75% | 0.92 CHF | 0.93 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 36,224 CHF | 36,754 CHF | 100.00% | 100.00% |
06/12/2024 | 1.67% | 0.92 CHF | 0.93 CHF | 92,000 | 92,000 | 41,078 | 41,078 | 38,029 CHF | 38,562 CHF | 100.00% | 100.00% |