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 | 2.70% | 1.60 CHF | 1.65 CHF | 40,000 | 10,000 | 36,533 | 10,000 | 59,952 CHF | 16,931 CHF | 96.85% | 96.85% |
18/12/2024 | 2.11% | 2.25 CHF | 2.30 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 70,380 CHF | 23,960 CHF | 99.46% | 99.46% |
17/12/2024 | 2.05% | 2.47 CHF | 2.52 CHF | 30,000 | 10,000 | 22,172 | 10,000 | 56,234 CHF | 25,984 CHF | 99.58% | 99.58% |
16/12/2024 | 2.00% | 2.63 CHF | 2.68 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 54,481 CHF | 27,790 CHF | 100.00% | 100.00% |
13/12/2024 | 1.98% | 2.71 CHF | 2.77 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 56,466 CHF | 28,798 CHF | 100.00% | 100.00% |
12/12/2024 | 2.04% | 2.81 CHF | 2.87 CHF | 20,000 | 10,000 | 20,000 | 9,632 | 55,512 CHF | 27,258 CHF | 97.51% | 97.51% |
11/12/2024 | 1.90% | 2.64 CHF | 2.69 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 52,897 CHF | 26,957 CHF | 99.03% | 99.03% |
10/12/2024 | 2.28% | 2.54 CHF | 2.60 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 52,743 CHF | 26,979 CHF | 100.00% | 100.00% |
09/12/2024 | 1.94% | 2.96 CHF | 3.03 CHF | 20,000 | 10,000 | 20,000 | 10,000 | 63,165 CHF | 32,202 CHF | 100.00% | 100.00% |
06/12/2024 | 1.98% | 3.09 CHF | 3.15 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 64,600 CHF | 24,710 CHF | 99.40% | 99.40% |