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 | 10.07% | 0.11 CHF | 0.12 CHF | 75,000 | 75,000 | 74,830 | 74,830 | 7,145 CHF | 7,894 CHF | 99.75% | 99.75% |
18/12/2024 | 11.15% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 74,832 | 74,832 | 6,407 CHF | 7,156 CHF | 100.00% | 100.00% |
17/12/2024 | 11.60% | 0.09 CHF | 0.10 CHF | 75,000 | 75,000 | 74,832 | 74,832 | 6,146 CHF | 6,895 CHF | 99.62% | 99.62% |
16/12/2024 | 11.83% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,832 | 74,832 | 6,013 CHF | 6,762 CHF | 100.00% | 100.00% |
13/12/2024 | 12.72% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,833 | 74,833 | 5,567 CHF | 6,316 CHF | 100.00% | 100.00% |
12/12/2024 | 12.72% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,834 | 74,834 | 5,569 CHF | 6,318 CHF | 100.00% | 100.00% |
11/12/2024 | 11.87% | 0.07 CHF | 0.08 CHF | 75,000 | 75,000 | 74,831 | 74,831 | 6,002 CHF | 6,751 CHF | 100.00% | 100.00% |
10/12/2024 | 12.23% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,832 | 74,832 | 5,808 CHF | 6,557 CHF | 100.00% | 100.00% |
09/12/2024 | 12.19% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,830 | 74,830 | 5,828 CHF | 6,577 CHF | 100.00% | 100.00% |
06/12/2024 | 12.38% | 0.08 CHF | 0.09 CHF | 75,000 | 75,000 | 74,811 | 74,811 | 5,731 CHF | 6,480 CHF | 99.85% | 99.85% |