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 | 1.27% | 0.81 CHF | 0.82 CHF | 250,000 | 250,000 | 110,863 | 110,863 | 88,985 CHF | 90,096 CHF | 99.85% | 99.85% |
18/12/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 245,000 | 245,000 | 109,911 | 109,911 | 83,927 CHF | 85,029 CHF | 99.14% | 99.14% |
17/12/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 240,000 | 240,000 | 107,072 | 107,072 | 79,937 CHF | 81,010 CHF | 100.00% | 100.00% |
16/12/2024 | 1.50% | 0.73 CHF | 0.74 CHF | 240,000 | 240,000 | 104,118 | 104,118 | 71,832 CHF | 72,876 CHF | 99.82% | 99.82% |
13/12/2024 | 1.52% | 0.67 CHF | 0.68 CHF | 230,000 | 230,000 | 102,613 | 102,613 | 68,511 CHF | 69,541 CHF | 100.00% | 100.00% |
12/12/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 230,000 | 230,000 | 102,788 | 102,788 | 66,695 CHF | 67,725 CHF | 100.00% | 100.00% |
11/12/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 230,000 | 230,000 | 102,676 | 102,676 | 66,005 CHF | 67,035 CHF | 100.00% | 100.00% |
10/12/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 230,000 | 230,000 | 102,847 | 102,847 | 65,323 CHF | 66,354 CHF | 100.00% | 100.00% |
09/12/2024 | 1.66% | 0.63 CHF | 0.64 CHF | 230,000 | 230,000 | 101,711 | 101,711 | 62,250 CHF | 63,269 CHF | 100.00% | 100.00% |
06/12/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 230,000 | 230,000 | 102,837 | 102,837 | 64,358 CHF | 65,388 CHF | 100.00% | 100.00% |