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 | 1.07% | 1.43 CHF | 1.44 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 64,226 CHF | 64,803 CHF | 99.85% | 99.85% |
18/12/2024 | 1.01% | 1.50 CHF | 1.51 CHF | 98,000 | 98,000 | 44,254 | 44,254 | 67,373 CHF | 67,948 CHF | 99.13% | 99.13% |
17/12/2024 | 0.98% | 1.57 CHF | 1.58 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 67,947 CHF | 68,504 CHF | 100.00% | 100.00% |
16/12/2024 | 0.88% | 1.62 CHF | 1.63 CHF | 96,000 | 96,000 | 41,587 | 41,587 | 71,150 CHF | 71,688 CHF | 99.83% | 99.83% |
13/12/2024 | 0.87% | 1.78 CHF | 1.79 CHF | 92,000 | 92,000 | 40,976 | 40,976 | 72,645 CHF | 73,177 CHF | 100.00% | 100.00% |
12/12/2024 | 0.86% | 1.80 CHF | 1.81 CHF | 92,000 | 92,000 | 41,051 | 41,051 | 73,770 CHF | 74,302 CHF | 100.00% | 100.00% |
11/12/2024 | 0.87% | 1.82 CHF | 1.83 CHF | 92,000 | 92,000 | 40,996 | 40,996 | 73,711 CHF | 74,244 CHF | 100.00% | 100.00% |
10/12/2024 | 0.85% | 1.80 CHF | 1.81 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 74,141 CHF | 74,674 CHF | 100.00% | 100.00% |
09/12/2024 | 0.83% | 1.81 CHF | 1.82 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 75,699 CHF | 76,229 CHF | 100.00% | 100.00% |
06/12/2024 | 0.85% | 1.82 CHF | 1.83 CHF | 92,000 | 92,000 | 41,076 | 41,076 | 74,632 CHF | 75,164 CHF | 100.00% | 100.00% |