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 | 7.92% | 0.13 CHF | 0.14 CHF | 75,000 | 75,000 | 74,830 | 74,830 | 9,189 CHF | 9,938 CHF | 99.75% | 99.75% |
18/12/2024 | 8.69% | 0.11 CHF | 0.12 CHF | 75,000 | 75,000 | 74,833 | 74,833 | 8,325 CHF | 9,074 CHF | 100.00% | 100.00% |
17/12/2024 | 8.96% | 0.11 CHF | 0.12 CHF | 75,000 | 75,000 | 74,826 | 74,826 | 8,065 CHF | 8,814 CHF | 99.63% | 99.63% |
16/12/2024 | 9.11% | 0.11 CHF | 0.12 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 7,923 CHF | 8,672 CHF | 100.00% | 100.00% |
13/12/2024 | 9.83% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 7,319 CHF | 8,068 CHF | 100.00% | 100.00% |
12/12/2024 | 9.79% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 74,835 | 74,835 | 7,347 CHF | 8,096 CHF | 100.00% | 100.00% |
11/12/2024 | 9.22% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 74,833 | 74,833 | 7,831 CHF | 8,581 CHF | 100.00% | 100.00% |
10/12/2024 | 9.52% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 7,566 CHF | 8,315 CHF | 100.00% | 100.00% |
09/12/2024 | 9.45% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 74,831 | 74,831 | 7,620 CHF | 8,369 CHF | 100.00% | 100.00% |
06/12/2024 | 9.64% | 0.10 CHF | 0.11 CHF | 75,000 | 75,000 | 74,808 | 74,808 | 7,468 CHF | 8,217 CHF | 99.85% | 99.85% |