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 | 1.92% | 1.47 CHF | 1.50 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 61,819 CHF | 31,510 CHF | 99.49% | 99.49% |
18/12/2024 | 2.05% | 1.49 CHF | 1.52 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 57,858 CHF | 29,529 CHF | 96.58% | 96.58% |
17/12/2024 | 1.48% | 1.35 CHF | 1.37 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 53,693 CHF | 27,247 CHF | 99.56% | 99.56% |
16/12/2024 | 2.26% | 1.27 CHF | 1.30 CHF | 40,000 | 20,000 | 41,822 | 20,000 | 54,945 CHF | 26,961 CHF | 96.53% | 96.53% |
13/12/2024 | 1.82% | 1.59 CHF | 1.62 CHF | 40,000 | 20,000 | 36,561 | 20,000 | 59,697 CHF | 33,357 CHF | 99.51% | 99.51% |
12/12/2024 | 1.45% | 1.41 CHF | 1.43 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 54,932 CHF | 27,866 CHF | 99.56% | 99.56% |
11/12/2024 | 1.50% | 1.33 CHF | 1.35 CHF | 40,000 | 20,000 | 40,000 | 20,000 | 52,998 CHF | 26,899 CHF | 99.53% | 99.53% |
10/12/2024 | 1.59% | 1.29 CHF | 1.31 CHF | 40,000 | 30,000 | 43,254 | 30,000 | 54,005 CHF | 38,118 CHF | 99.51% | 99.51% |
09/12/2024 | 1.78% | 1.13 CHF | 1.15 CHF | 50,000 | 30,000 | 50,000 | 30,000 | 55,585 CHF | 33,951 CHF | 99.55% | 99.55% |
06/12/2024 | 1.93% | 1.00 CHF | 1.02 CHF | 50,000 | 30,000 | 51,365 | 30,000 | 52,651 CHF | 31,381 CHF | 99.55% | 99.55% |