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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 2.07% | 0.80 CHF | 0.81 CHF | 98,000 | 98,000 | 43,453 | 43,453 | 33,493 CHF | 34,054 CHF | 99.62% | 99.62% |
27/12/2024 | 2.09% | 0.69 CHF | 0.70 CHF | 96,000 | 96,000 | 43,375 | 43,375 | 31,157 CHF | 31,721 CHF | 100.00% | 100.00% |
23/12/2024 | 1.71% | 0.95 CHF | 0.96 CHF | 102,000 | 102,000 | 45,785 | 45,785 | 42,154 CHF | 42,750 CHF | 99.67% | 99.67% |
20/12/2024 | 1.82% | 0.89 CHF | 0.90 CHF | 102,000 | 102,000 | 44,534 | 44,534 | 39,865 CHF | 40,446 CHF | 99.89% | 99.89% |
19/12/2024 | 1.92% | 0.82 CHF | 0.83 CHF | 100,000 | 100,000 | 44,494 | 44,494 | 35,763 CHF | 36,340 CHF | 99.85% | 99.85% |
18/12/2024 | 2.15% | 0.74 CHF | 0.75 CHF | 98,000 | 98,000 | 44,258 | 44,258 | 31,737 CHF | 32,312 CHF | 99.13% | 99.13% |
17/12/2024 | 2.30% | 0.67 CHF | 0.68 CHF | 96,000 | 96,000 | 42,973 | 42,973 | 28,608 CHF | 29,164 CHF | 100.00% | 100.00% |
16/12/2024 | 3.14% | 0.63 CHF | 0.64 CHF | 96,000 | 96,000 | 41,589 | 41,589 | 22,080 CHF | 22,618 CHF | 99.83% | 99.83% |
13/12/2024 | 3.23% | 0.47 CHF | 0.48 CHF | 92,000 | 92,000 | 40,989 | 40,989 | 19,354 CHF | 19,886 CHF | 100.00% | 100.00% |
12/12/2024 | 3.54% | 0.44 CHF | 0.45 CHF | 92,000 | 92,000 | 41,053 | 41,053 | 17,840 CHF | 18,372 CHF | 100.00% | 100.00% |