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 | 44,493 | 44,493 | 56,029 CHF | 56,606 CHF | 99.85% | 99.85% |
18/12/2024 | 1.15% | 1.31 CHF | 1.32 CHF | 98,000 | 98,000 | 44,258 | 44,258 | 59,298 CHF | 59,873 CHF | 99.13% | 99.13% |
17/12/2024 | 1.11% | 1.38 CHF | 1.39 CHF | 96,000 | 96,000 | 42,972 | 42,972 | 60,011 CHF | 60,568 CHF | 100.00% | 100.00% |
16/12/2024 | 0.99% | 1.43 CHF | 1.44 CHF | 96,000 | 96,000 | 41,587 | 41,587 | 63,521 CHF | 64,059 CHF | 99.82% | 99.82% |
13/12/2024 | 0.97% | 1.59 CHF | 1.60 CHF | 92,000 | 92,000 | 40,975 | 40,975 | 65,138 CHF | 65,670 CHF | 100.00% | 100.00% |
12/12/2024 | 0.96% | 1.61 CHF | 1.62 CHF | 92,000 | 92,000 | 41,052 | 41,052 | 66,326 CHF | 66,859 CHF | 100.00% | 100.00% |
11/12/2024 | 0.96% | 1.64 CHF | 1.65 CHF | 92,000 | 92,000 | 40,997 | 40,997 | 66,287 CHF | 66,819 CHF | 100.00% | 100.00% |
10/12/2024 | 0.94% | 1.62 CHF | 1.63 CHF | 92,000 | 92,000 | 41,082 | 41,082 | 66,732 CHF | 67,265 CHF | 100.00% | 100.00% |
09/12/2024 | 0.92% | 1.63 CHF | 1.64 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 68,355 CHF | 68,885 CHF | 100.00% | 100.00% |
06/12/2024 | 0.94% | 1.64 CHF | 1.65 CHF | 92,000 | 92,000 | 41,075 | 41,075 | 67,250 CHF | 67,783 CHF | 100.00% | 100.00% |