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 | 1.31% | 1.19 CHF | 1.20 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 52,477 CHF | 53,055 CHF | 99.85% | 99.85% |
18/12/2024 | 1.42% | 1.12 CHF | 1.13 CHF | 98,000 | 98,000 | 44,258 | 44,258 | 48,246 CHF | 48,821 CHF | 99.14% | 99.14% |
17/12/2024 | 1.48% | 1.05 CHF | 1.06 CHF | 96,000 | 96,000 | 42,973 | 42,973 | 44,707 CHF | 45,264 CHF | 100.00% | 100.00% |
16/12/2024 | 1.79% | 1.00 CHF | 1.01 CHF | 96,000 | 96,000 | 41,591 | 41,591 | 37,628 CHF | 38,165 CHF | 99.83% | 99.83% |
13/12/2024 | 1.82% | 0.84 CHF | 0.85 CHF | 92,000 | 92,000 | 41,002 | 41,002 | 34,674 CHF | 35,207 CHF | 100.00% | 100.00% |
12/12/2024 | 1.92% | 0.81 CHF | 0.82 CHF | 92,000 | 92,000 | 41,057 | 41,057 | 33,097 CHF | 33,629 CHF | 100.00% | 100.00% |
11/12/2024 | 1.92% | 0.77 CHF | 0.78 CHF | 92,000 | 92,000 | 41,011 | 41,011 | 32,548 CHF | 33,080 CHF | 100.00% | 100.00% |
10/12/2024 | 2.00% | 0.79 CHF | 0.80 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 32,033 CHF | 32,565 CHF | 100.00% | 100.00% |
09/12/2024 | 2.15% | 0.76 CHF | 0.77 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 29,455 CHF | 29,985 CHF | 100.00% | 100.00% |
06/12/2024 | 2.03% | 0.76 CHF | 0.77 CHF | 92,000 | 92,000 | 41,077 | 41,077 | 31,249 CHF | 31,782 CHF | 100.00% | 100.00% |