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 | 1.10% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 62,493 CHF | 63,071 CHF | 99.85% | 99.85% |
18/12/2024 | 1.18% | 1.34 CHF | 1.35 CHF | 98,000 | 98,000 | 44,261 | 44,261 | 58,225 CHF | 58,800 CHF | 99.13% | 99.13% |
17/12/2024 | 1.21% | 1.27 CHF | 1.28 CHF | 96,000 | 96,000 | 42,973 | 42,973 | 54,437 CHF | 54,994 CHF | 100.00% | 100.00% |
16/12/2024 | 1.42% | 1.22 CHF | 1.23 CHF | 96,000 | 96,000 | 41,591 | 41,591 | 46,974 CHF | 47,512 CHF | 99.83% | 99.83% |
13/12/2024 | 1.44% | 1.07 CHF | 1.08 CHF | 92,000 | 92,000 | 40,986 | 40,986 | 43,924 CHF | 44,456 CHF | 100.00% | 100.00% |
12/12/2024 | 1.50% | 1.03 CHF | 1.04 CHF | 92,000 | 92,000 | 41,058 | 41,058 | 42,336 CHF | 42,868 CHF | 100.00% | 100.00% |
11/12/2024 | 1.50% | 1.00 CHF | 1.01 CHF | 92,000 | 92,000 | 41,014 | 41,014 | 41,724 CHF | 42,256 CHF | 100.00% | 100.00% |
10/12/2024 | 1.55% | 1.01 CHF | 1.02 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 41,199 CHF | 41,732 CHF | 100.00% | 100.00% |
09/12/2024 | 1.65% | 0.98 CHF | 0.99 CHF | 92,000 | 92,000 | 40,785 | 40,785 | 38,540 CHF | 39,070 CHF | 100.00% | 100.00% |
06/12/2024 | 1.59% | 0.98 CHF | 0.99 CHF | 92,000 | 92,000 | 41,210 | 41,210 | 40,471 CHF | 41,008 CHF | 97.26% | 97.26% |