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 | 1.05% | 1.46 CHF | 1.47 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 65,644 CHF | 66,221 CHF | 99.85% | 99.85% |
18/12/2024 | 0.99% | 1.53 CHF | 1.54 CHF | 98,000 | 98,000 | 44,254 | 44,254 | 68,754 CHF | 69,329 CHF | 99.12% | 99.12% |
17/12/2024 | 0.96% | 1.60 CHF | 1.61 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 69,324 CHF | 69,881 CHF | 100.00% | 100.00% |
16/12/2024 | 0.87% | 1.65 CHF | 1.66 CHF | 96,000 | 96,000 | 41,586 | 41,586 | 72,462 CHF | 73,000 CHF | 99.83% | 99.83% |
13/12/2024 | 0.86% | 1.81 CHF | 1.82 CHF | 92,000 | 92,000 | 40,972 | 40,972 | 73,960 CHF | 74,492 CHF | 100.00% | 100.00% |
12/12/2024 | 0.85% | 1.83 CHF | 1.84 CHF | 92,000 | 92,000 | 41,051 | 41,051 | 75,087 CHF | 75,619 CHF | 100.00% | 100.00% |
11/12/2024 | 0.85% | 1.85 CHF | 1.86 CHF | 92,000 | 92,000 | 40,993 | 40,993 | 75,020 CHF | 75,553 CHF | 100.00% | 100.00% |
10/12/2024 | 0.84% | 1.83 CHF | 1.84 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 75,414 CHF | 75,946 CHF | 100.00% | 100.00% |
09/12/2024 | 0.81% | 1.84 CHF | 1.85 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 77,006 CHF | 77,536 CHF | 100.00% | 100.00% |
06/12/2024 | 0.84% | 1.85 CHF | 1.86 CHF | 92,000 | 92,000 | 41,209 | 41,209 | 76,145 CHF | 76,682 CHF | 97.26% | 97.26% |