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 | 1.06% | 1.47 CHF | 1.48 CHF | 100,000 | 100,000 | 44,494 | 44,494 | 64,690 CHF | 65,267 CHF | 99.85% | 99.85% |
18/12/2024 | 1.13% | 1.39 CHF | 1.40 CHF | 98,000 | 98,000 | 44,260 | 44,260 | 60,386 CHF | 60,961 CHF | 99.14% | 99.14% |
17/12/2024 | 1.17% | 1.32 CHF | 1.33 CHF | 96,000 | 96,000 | 42,974 | 42,974 | 56,486 CHF | 57,042 CHF | 100.00% | 100.00% |
16/12/2024 | 1.36% | 1.27 CHF | 1.28 CHF | 96,000 | 96,000 | 41,592 | 41,592 | 49,009 CHF | 49,547 CHF | 99.82% | 99.82% |
13/12/2024 | 1.38% | 1.12 CHF | 1.13 CHF | 92,000 | 92,000 | 40,991 | 40,991 | 45,893 CHF | 46,425 CHF | 100.00% | 100.00% |
12/12/2024 | 1.44% | 1.08 CHF | 1.09 CHF | 92,000 | 92,000 | 41,055 | 41,055 | 44,290 CHF | 44,822 CHF | 100.00% | 100.00% |
11/12/2024 | 1.44% | 1.04 CHF | 1.05 CHF | 92,000 | 92,000 | 41,013 | 41,013 | 43,675 CHF | 44,207 CHF | 100.00% | 100.00% |
10/12/2024 | 1.48% | 1.06 CHF | 1.07 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 43,120 CHF | 43,653 CHF | 100.00% | 100.00% |
09/12/2024 | 1.57% | 1.03 CHF | 1.04 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 40,441 CHF | 40,970 CHF | 100.00% | 100.00% |
06/12/2024 | 1.50% | 1.03 CHF | 1.04 CHF | 92,000 | 92,000 | 41,079 | 41,079 | 42,296 CHF | 42,828 CHF | 100.00% | 100.00% |