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 | 2.25% | 0.70 CHF | 0.71 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 30,413 CHF | 30,990 CHF | 99.85% | 99.85% |
18/12/2024 | 2.58% | 0.62 CHF | 0.63 CHF | 98,000 | 98,000 | 44,259 | 44,259 | 26,448 CHF | 27,023 CHF | 99.12% | 99.12% |
17/12/2024 | 2.79% | 0.56 CHF | 0.57 CHF | 96,000 | 96,000 | 42,973 | 42,973 | 23,485 CHF | 24,042 CHF | 100.00% | 100.00% |
16/12/2024 | 4.13% | 0.51 CHF | 0.52 CHF | 96,000 | 96,000 | 41,588 | 41,588 | 17,148 CHF | 17,685 CHF | 99.83% | 99.83% |
13/12/2024 | 4.29% | 0.35 CHF | 0.36 CHF | 92,000 | 92,000 | 40,990 | 40,990 | 14,495 CHF | 15,027 CHF | 100.00% | 100.00% |
12/12/2024 | 4.84% | 0.32 CHF | 0.33 CHF | 92,000 | 92,000 | 41,057 | 41,057 | 13,007 CHF | 13,539 CHF | 100.00% | 100.00% |
11/12/2024 | 4.81% | 0.29 CHF | 0.30 CHF | 92,000 | 92,000 | 41,004 | 41,004 | 12,596 CHF | 13,128 CHF | 100.00% | 100.00% |
10/12/2024 | 5.29% | 0.30 CHF | 0.31 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 12,125 CHF | 12,657 CHF | 100.00% | 100.00% |
09/12/2024 | 7.03% | 0.28 CHF | 0.29 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 9,785 CHF | 10,358 CHF | 100.00% | 100.00% |
06/12/2024 | 5.59% | 0.28 CHF | 0.29 CHF | 92,000 | 92,000 | 41,207 | 41,207 | 11,458 CHF | 11,995 CHF | 97.26% | 97.26% |