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 | 1.79% | 0.88 CHF | 0.89 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 38,379 CHF | 38,957 CHF | 99.85% | 99.85% |
18/12/2024 | 1.99% | 0.80 CHF | 0.81 CHF | 98,000 | 98,000 | 44,260 | 44,260 | 34,337 CHF | 34,912 CHF | 99.12% | 99.12% |
17/12/2024 | 2.11% | 0.73 CHF | 0.74 CHF | 96,000 | 96,000 | 42,973 | 42,973 | 31,123 CHF | 31,680 CHF | 100.00% | 100.00% |
16/12/2024 | 2.80% | 0.68 CHF | 0.69 CHF | 96,000 | 96,000 | 41,591 | 41,591 | 24,543 CHF | 25,080 CHF | 99.83% | 99.83% |
13/12/2024 | 2.88% | 0.53 CHF | 0.54 CHF | 92,000 | 92,000 | 41,002 | 41,002 | 21,806 CHF | 22,339 CHF | 100.00% | 100.00% |
12/12/2024 | 3.11% | 0.50 CHF | 0.51 CHF | 92,000 | 92,000 | 41,057 | 41,057 | 20,288 CHF | 20,821 CHF | 100.00% | 100.00% |
11/12/2024 | 3.11% | 0.46 CHF | 0.47 CHF | 92,000 | 92,000 | 41,011 | 41,011 | 19,815 CHF | 20,347 CHF | 100.00% | 100.00% |
10/12/2024 | 3.31% | 0.48 CHF | 0.49 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 19,338 CHF | 19,870 CHF | 100.00% | 100.00% |
09/12/2024 | 3.77% | 0.45 CHF | 0.46 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 16,888 CHF | 17,417 CHF | 100.00% | 100.00% |
06/12/2024 | 3.45% | 0.45 CHF | 0.46 CHF | 92,000 | 92,000 | 41,209 | 41,209 | 18,651 CHF | 19,189 CHF | 97.26% | 97.26% |