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 | 1.62% | 0.97 CHF | 0.98 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 42,513 CHF | 43,090 CHF | 99.86% | 99.86% |
18/12/2024 | 1.78% | 0.89 CHF | 0.90 CHF | 98,000 | 98,000 | 44,256 | 44,256 | 38,387 CHF | 38,962 CHF | 99.18% | 99.18% |
17/12/2024 | 1.87% | 0.83 CHF | 0.84 CHF | 96,000 | 96,000 | 42,973 | 42,973 | 35,143 CHF | 35,699 CHF | 100.00% | 100.00% |
16/12/2024 | 2.40% | 0.78 CHF | 0.79 CHF | 96,000 | 96,000 | 41,588 | 41,588 | 28,356 CHF | 28,893 CHF | 99.88% | 99.88% |
13/12/2024 | 2.46% | 0.62 CHF | 0.63 CHF | 92,000 | 92,000 | 40,990 | 40,990 | 25,555 CHF | 26,087 CHF | 100.00% | 100.00% |
12/12/2024 | 2.64% | 0.59 CHF | 0.60 CHF | 92,000 | 92,000 | 41,055 | 41,055 | 24,011 CHF | 24,543 CHF | 100.00% | 100.00% |
11/12/2024 | 2.63% | 0.55 CHF | 0.56 CHF | 92,000 | 92,000 | 41,011 | 41,011 | 23,537 CHF | 24,070 CHF | 100.00% | 100.00% |
10/12/2024 | 2.78% | 0.57 CHF | 0.58 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 23,044 CHF | 23,576 CHF | 100.00% | 100.00% |
09/12/2024 | 3.09% | 0.54 CHF | 0.55 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 20,560 CHF | 21,090 CHF | 100.00% | 100.00% |
06/12/2024 | 2.88% | 0.54 CHF | 0.55 CHF | 92,000 | 92,000 | 41,209 | 41,209 | 22,357 CHF | 22,894 CHF | 97.26% | 97.26% |