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 | 1.56% | 1.00 CHF | 1.01 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 44,063 CHF | 44,640 CHF | 99.85% | 99.85% |
18/12/2024 | 1.71% | 0.93 CHF | 0.94 CHF | 98,000 | 98,000 | 44,261 | 44,261 | 39,901 CHF | 40,476 CHF | 99.12% | 99.12% |
17/12/2024 | 1.80% | 0.86 CHF | 0.87 CHF | 96,000 | 96,000 | 42,973 | 42,973 | 36,570 CHF | 37,126 CHF | 100.00% | 100.00% |
16/12/2024 | 2.28% | 0.81 CHF | 0.82 CHF | 96,000 | 96,000 | 41,590 | 41,590 | 29,796 CHF | 30,334 CHF | 99.82% | 99.82% |
13/12/2024 | 2.33% | 0.65 CHF | 0.66 CHF | 92,000 | 92,000 | 40,984 | 40,984 | 26,936 CHF | 27,468 CHF | 100.00% | 100.00% |
12/12/2024 | 2.50% | 0.62 CHF | 0.63 CHF | 92,000 | 92,000 | 41,058 | 41,058 | 25,418 CHF | 25,950 CHF | 100.00% | 100.00% |
11/12/2024 | 2.49% | 0.59 CHF | 0.60 CHF | 92,000 | 92,000 | 41,012 | 41,012 | 24,911 CHF | 25,443 CHF | 100.00% | 100.00% |
10/12/2024 | 2.62% | 0.60 CHF | 0.61 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 24,433 CHF | 24,965 CHF | 100.00% | 100.00% |
09/12/2024 | 2.90% | 0.57 CHF | 0.58 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 21,918 CHF | 22,447 CHF | 100.00% | 100.00% |
06/12/2024 | 2.72% | 0.57 CHF | 0.58 CHF | 92,000 | 92,000 | 41,210 | 41,210 | 23,709 CHF | 24,246 CHF | 97.26% | 97.26% |