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 | 51,930 CHF | 52,507 CHF | 99.85% | 99.85% |
18/12/2024 | 1.23% | 1.22 CHF | 1.23 CHF | 98,000 | 98,000 | 44,255 | 44,255 | 55,250 CHF | 55,825 CHF | 99.12% | 99.12% |
17/12/2024 | 1.18% | 1.29 CHF | 1.30 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 56,088 CHF | 56,645 CHF | 100.00% | 100.00% |
16/12/2024 | 1.05% | 1.34 CHF | 1.35 CHF | 96,000 | 96,000 | 41,588 | 41,588 | 59,699 CHF | 60,236 CHF | 99.82% | 99.82% |
13/12/2024 | 1.03% | 1.50 CHF | 1.51 CHF | 92,000 | 92,000 | 40,984 | 40,984 | 61,419 CHF | 61,952 CHF | 100.00% | 100.00% |
12/12/2024 | 1.01% | 1.52 CHF | 1.53 CHF | 92,000 | 92,000 | 41,050 | 41,050 | 62,616 CHF | 63,148 CHF | 100.00% | 100.00% |
11/12/2024 | 1.02% | 1.55 CHF | 1.56 CHF | 92,000 | 92,000 | 40,997 | 40,997 | 62,567 CHF | 63,099 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 1.53 CHF | 1.54 CHF | 92,000 | 92,000 | 41,083 | 41,083 | 63,041 CHF | 63,574 CHF | 100.00% | 100.00% |
09/12/2024 | 0.97% | 1.54 CHF | 1.55 CHF | 92,000 | 92,000 | 40,787 | 40,787 | 64,704 CHF | 65,234 CHF | 100.00% | 100.00% |
06/12/2024 | 0.99% | 1.55 CHF | 1.56 CHF | 92,000 | 92,000 | 41,075 | 41,075 | 63,568 CHF | 64,100 CHF | 100.00% | 100.00% |