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% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 44,492 | 44,492 | 60,113 CHF | 60,691 CHF | 99.85% | 99.85% |
18/12/2024 | 1.07% | 1.41 CHF | 1.42 CHF | 98,000 | 98,000 | 44,253 | 44,253 | 63,362 CHF | 63,937 CHF | 99.13% | 99.13% |
17/12/2024 | 1.04% | 1.48 CHF | 1.49 CHF | 96,000 | 96,000 | 42,972 | 42,972 | 63,975 CHF | 64,532 CHF | 100.00% | 100.00% |
16/12/2024 | 0.93% | 1.52 CHF | 1.53 CHF | 96,000 | 96,000 | 41,588 | 41,588 | 67,362 CHF | 67,900 CHF | 99.82% | 99.82% |
13/12/2024 | 0.92% | 1.68 CHF | 1.69 CHF | 92,000 | 92,000 | 40,986 | 40,986 | 68,908 CHF | 69,440 CHF | 100.00% | 100.00% |
12/12/2024 | 0.91% | 1.70 CHF | 1.71 CHF | 92,000 | 92,000 | 41,051 | 41,051 | 70,064 CHF | 70,596 CHF | 100.00% | 100.00% |
11/12/2024 | 0.91% | 1.73 CHF | 1.74 CHF | 92,000 | 92,000 | 40,997 | 40,997 | 70,003 CHF | 70,535 CHF | 100.00% | 100.00% |
10/12/2024 | 0.90% | 1.71 CHF | 1.72 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 70,449 CHF | 70,982 CHF | 100.00% | 100.00% |
09/12/2024 | 0.87% | 1.72 CHF | 1.73 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 72,029 CHF | 72,558 CHF | 100.00% | 100.00% |
06/12/2024 | 0.89% | 1.73 CHF | 1.74 CHF | 92,000 | 92,000 | 41,078 | 41,078 | 70,950 CHF | 71,483 CHF | 100.00% | 100.00% |