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 | 1.43% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 44,494 | 44,494 | 48,243 CHF | 48,820 CHF | 99.85% | 99.85% |
18/12/2024 | 1.55% | 1.02 CHF | 1.03 CHF | 98,000 | 98,000 | 44,260 | 44,260 | 44,098 CHF | 44,673 CHF | 99.14% | 99.14% |
17/12/2024 | 1.62% | 0.95 CHF | 0.96 CHF | 96,000 | 96,000 | 42,973 | 42,973 | 40,651 CHF | 41,208 CHF | 100.00% | 100.00% |
16/12/2024 | 2.01% | 0.90 CHF | 0.91 CHF | 96,000 | 96,000 | 41,591 | 41,591 | 33,685 CHF | 34,223 CHF | 99.83% | 99.83% |
13/12/2024 | 2.04% | 0.75 CHF | 0.76 CHF | 92,000 | 92,000 | 40,994 | 40,994 | 30,810 CHF | 31,343 CHF | 100.00% | 100.00% |
12/12/2024 | 2.17% | 0.72 CHF | 0.73 CHF | 92,000 | 92,000 | 41,054 | 41,054 | 29,273 CHF | 29,806 CHF | 100.00% | 100.00% |
11/12/2024 | 2.18% | 0.68 CHF | 0.69 CHF | 92,000 | 92,000 | 41,009 | 41,009 | 28,673 CHF | 29,205 CHF | 100.00% | 100.00% |
10/12/2024 | 2.27% | 0.70 CHF | 0.71 CHF | 92,000 | 92,000 | 41,083 | 41,083 | 28,209 CHF | 28,742 CHF | 100.00% | 100.00% |
09/12/2024 | 2.47% | 0.67 CHF | 0.68 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 25,704 CHF | 26,234 CHF | 100.00% | 100.00% |
06/12/2024 | 2.31% | 0.67 CHF | 0.68 CHF | 92,000 | 92,000 | 41,078 | 41,078 | 27,455 CHF | 27,988 CHF | 100.00% | 100.00% |