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 | 1.77% | 0.86 CHF | 0.87 CHF | 100,000 | 100,000 | 44,492 | 44,492 | 38,655 CHF | 39,233 CHF | 99.85% | 99.85% |
18/12/2024 | 1.61% | 0.92 CHF | 0.93 CHF | 98,000 | 98,000 | 44,256 | 44,256 | 42,074 CHF | 42,649 CHF | 99.13% | 99.13% |
17/12/2024 | 1.53% | 1.00 CHF | 1.01 CHF | 96,000 | 96,000 | 42,972 | 42,972 | 43,280 CHF | 43,836 CHF | 100.00% | 100.00% |
16/12/2024 | 1.31% | 1.04 CHF | 1.05 CHF | 96,000 | 96,000 | 41,588 | 41,588 | 47,353 CHF | 47,891 CHF | 99.83% | 99.83% |
13/12/2024 | 1.29% | 1.20 CHF | 1.21 CHF | 92,000 | 92,000 | 40,986 | 40,986 | 49,222 CHF | 49,755 CHF | 100.00% | 100.00% |
12/12/2024 | 1.25% | 1.23 CHF | 1.24 CHF | 92,000 | 92,000 | 41,052 | 41,052 | 50,441 CHF | 50,973 CHF | 100.00% | 100.00% |
11/12/2024 | 1.26% | 1.25 CHF | 1.26 CHF | 92,000 | 92,000 | 40,995 | 40,995 | 50,542 CHF | 51,074 CHF | 100.00% | 100.00% |
10/12/2024 | 1.23% | 1.24 CHF | 1.25 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 50,993 CHF | 51,526 CHF | 100.00% | 100.00% |
09/12/2024 | 1.18% | 1.25 CHF | 1.26 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 52,803 CHF | 53,332 CHF | 100.00% | 100.00% |
06/12/2024 | 1.23% | 1.26 CHF | 1.27 CHF | 92,000 | 92,000 | 41,208 | 41,208 | 51,759 CHF | 52,296 CHF | 97.26% | 97.26% |