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 | 1.14% | 1.35 CHF | 1.36 CHF | 100,000 | 100,000 | 44,492 | 44,492 | 60,407 CHF | 60,985 CHF | 99.86% | 99.86% |
18/12/2024 | 1.07% | 1.41 CHF | 1.42 CHF | 98,000 | 98,000 | 44,256 | 44,256 | 63,648 CHF | 64,223 CHF | 99.13% | 99.13% |
17/12/2024 | 1.03% | 1.48 CHF | 1.49 CHF | 96,000 | 96,000 | 42,972 | 42,972 | 64,261 CHF | 64,818 CHF | 100.00% | 100.00% |
16/12/2024 | 0.93% | 1.53 CHF | 1.54 CHF | 96,000 | 96,000 | 41,588 | 41,588 | 67,605 CHF | 68,143 CHF | 99.83% | 99.83% |
13/12/2024 | 0.92% | 1.69 CHF | 1.70 CHF | 92,000 | 92,000 | 40,978 | 40,978 | 69,209 CHF | 69,742 CHF | 100.00% | 100.00% |
12/12/2024 | 0.90% | 1.71 CHF | 1.72 CHF | 92,000 | 92,000 | 41,053 | 41,053 | 70,397 CHF | 70,929 CHF | 100.00% | 100.00% |
11/12/2024 | 0.91% | 1.73 CHF | 1.74 CHF | 92,000 | 92,000 | 40,996 | 40,996 | 70,296 CHF | 70,828 CHF | 100.00% | 100.00% |
10/12/2024 | 0.89% | 1.72 CHF | 1.73 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 70,731 CHF | 71,264 CHF | 100.00% | 100.00% |
09/12/2024 | 0.87% | 1.73 CHF | 1.74 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 72,343 CHF | 72,873 CHF | 100.00% | 100.00% |
06/12/2024 | 0.90% | 1.74 CHF | 1.75 CHF | 92,000 | 92,000 | 41,209 | 41,209 | 71,418 CHF | 71,955 CHF | 97.26% | 97.26% |