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 | 1.43% | 1.06 CHF | 1.07 CHF | 100,000 | 100,000 | 44,494 | 44,494 | 47,857 CHF | 48,434 CHF | 99.85% | 99.85% |
18/12/2024 | 1.33% | 1.13 CHF | 1.14 CHF | 98,000 | 98,000 | 44,253 | 44,253 | 51,143 CHF | 51,718 CHF | 99.13% | 99.13% |
17/12/2024 | 1.27% | 1.20 CHF | 1.21 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 52,160 CHF | 52,717 CHF | 100.00% | 100.00% |
16/12/2024 | 1.12% | 1.25 CHF | 1.26 CHF | 96,000 | 96,000 | 41,587 | 41,587 | 55,890 CHF | 56,427 CHF | 99.82% | 99.82% |
13/12/2024 | 1.10% | 1.41 CHF | 1.42 CHF | 92,000 | 92,000 | 40,976 | 40,976 | 57,673 CHF | 58,206 CHF | 100.00% | 100.00% |
12/12/2024 | 1.07% | 1.43 CHF | 1.44 CHF | 92,000 | 92,000 | 41,051 | 41,051 | 58,892 CHF | 59,424 CHF | 100.00% | 100.00% |
11/12/2024 | 1.08% | 1.46 CHF | 1.47 CHF | 92,000 | 92,000 | 40,996 | 40,996 | 58,851 CHF | 59,384 CHF | 100.00% | 100.00% |
10/12/2024 | 1.06% | 1.44 CHF | 1.45 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 59,335 CHF | 59,867 CHF | 100.00% | 100.00% |
09/12/2024 | 1.02% | 1.45 CHF | 1.46 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 61,012 CHF | 61,542 CHF | 100.00% | 100.00% |
06/12/2024 | 1.06% | 1.46 CHF | 1.47 CHF | 92,000 | 92,000 | 41,208 | 41,208 | 60,042 CHF | 60,579 CHF | 97.26% | 97.26% |