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 | 1.22% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 44,492 | 44,492 | 56,197 CHF | 56,775 CHF | 99.86% | 99.86% |
18/12/2024 | 1.15% | 1.32 CHF | 1.33 CHF | 98,000 | 98,000 | 44,255 | 44,255 | 59,427 CHF | 60,002 CHF | 99.13% | 99.13% |
17/12/2024 | 1.10% | 1.39 CHF | 1.40 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 60,239 CHF | 60,795 CHF | 100.00% | 100.00% |
16/12/2024 | 0.98% | 1.44 CHF | 1.45 CHF | 96,000 | 96,000 | 41,588 | 41,588 | 63,700 CHF | 64,238 CHF | 99.83% | 99.83% |
13/12/2024 | 0.97% | 1.60 CHF | 1.61 CHF | 92,000 | 92,000 | 40,983 | 40,983 | 65,356 CHF | 65,889 CHF | 100.00% | 100.00% |
12/12/2024 | 0.95% | 1.62 CHF | 1.63 CHF | 92,000 | 92,000 | 41,051 | 41,051 | 66,516 CHF | 67,048 CHF | 100.00% | 100.00% |
11/12/2024 | 0.96% | 1.64 CHF | 1.65 CHF | 92,000 | 92,000 | 40,997 | 40,997 | 66,517 CHF | 67,050 CHF | 100.00% | 100.00% |
10/12/2024 | 0.94% | 1.62 CHF | 1.63 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 66,882 CHF | 67,414 CHF | 100.00% | 100.00% |
09/12/2024 | 0.91% | 1.64 CHF | 1.65 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 68,552 CHF | 69,082 CHF | 100.00% | 100.00% |
06/12/2024 | 0.95% | 1.64 CHF | 1.65 CHF | 92,000 | 92,000 | 41,210 | 41,210 | 67,627 CHF | 68,164 CHF | 97.26% | 97.26% |