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 | 1.32% | 1.16 CHF | 1.17 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 51,951 CHF | 52,528 CHF | 99.86% | 99.86% |
18/12/2024 | 1.23% | 1.22 CHF | 1.23 CHF | 98,000 | 98,000 | 44,254 | 44,254 | 55,274 CHF | 55,849 CHF | 99.13% | 99.13% |
17/12/2024 | 1.18% | 1.29 CHF | 1.30 CHF | 96,000 | 96,000 | 42,972 | 42,972 | 56,125 CHF | 56,681 CHF | 100.00% | 100.00% |
16/12/2024 | 1.05% | 1.34 CHF | 1.35 CHF | 96,000 | 96,000 | 41,589 | 41,589 | 59,770 CHF | 60,308 CHF | 99.82% | 99.82% |
13/12/2024 | 1.03% | 1.50 CHF | 1.51 CHF | 92,000 | 92,000 | 40,987 | 40,987 | 61,464 CHF | 61,997 CHF | 100.00% | 100.00% |
12/12/2024 | 1.01% | 1.52 CHF | 1.53 CHF | 92,000 | 92,000 | 41,051 | 41,051 | 62,658 CHF | 63,190 CHF | 100.00% | 100.00% |
11/12/2024 | 1.02% | 1.55 CHF | 1.56 CHF | 92,000 | 92,000 | 40,999 | 40,999 | 62,638 CHF | 63,170 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 1.53 CHF | 1.54 CHF | 92,000 | 92,000 | 41,083 | 41,083 | 63,071 CHF | 63,603 CHF | 100.00% | 100.00% |
09/12/2024 | 0.97% | 1.55 CHF | 1.56 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 64,784 CHF | 65,314 CHF | 100.00% | 100.00% |
06/12/2024 | 0.99% | 1.55 CHF | 1.56 CHF | 92,000 | 92,000 | 41,076 | 41,076 | 63,617 CHF | 64,150 CHF | 100.00% | 100.00% |