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 | 1.68% | 0.90 CHF | 0.91 CHF | 100,000 | 100,000 | 44,491 | 44,491 | 40,689 CHF | 41,267 CHF | 99.87% | 99.87% |
18/12/2024 | 1.54% | 0.97 CHF | 0.98 CHF | 98,000 | 98,000 | 44,252 | 44,252 | 44,084 CHF | 44,659 CHF | 99.13% | 99.13% |
17/12/2024 | 1.46% | 1.04 CHF | 1.05 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 45,278 CHF | 45,835 CHF | 100.00% | 100.00% |
16/12/2024 | 1.26% | 1.09 CHF | 1.10 CHF | 96,000 | 96,000 | 41,586 | 41,586 | 49,264 CHF | 49,802 CHF | 99.83% | 99.83% |
13/12/2024 | 1.24% | 1.25 CHF | 1.26 CHF | 92,000 | 92,000 | 40,981 | 40,981 | 51,145 CHF | 51,678 CHF | 100.00% | 100.00% |
12/12/2024 | 1.21% | 1.27 CHF | 1.28 CHF | 92,000 | 92,000 | 41,050 | 41,050 | 52,363 CHF | 52,896 CHF | 100.00% | 100.00% |
11/12/2024 | 1.22% | 1.30 CHF | 1.31 CHF | 92,000 | 92,000 | 40,994 | 40,994 | 52,423 CHF | 52,956 CHF | 100.00% | 100.00% |
10/12/2024 | 1.19% | 1.28 CHF | 1.29 CHF | 92,000 | 92,000 | 41,083 | 41,083 | 52,836 CHF | 53,369 CHF | 100.00% | 100.00% |
09/12/2024 | 1.14% | 1.30 CHF | 1.31 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 54,670 CHF | 55,199 CHF | 100.00% | 100.00% |
06/12/2024 | 1.19% | 1.30 CHF | 1.31 CHF | 92,000 | 92,000 | 41,207 | 41,207 | 53,608 CHF | 54,145 CHF | 97.26% | 97.26% |