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 | 34.63% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 56,603 | 56,603 | 2,916 CHF | 3,785 CHF | 78.88% | 78.88% |
18/12/2024 | 12.00% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 58,560 | 58,560 | 8,404 CHF | 9,368 CHF | 98.15% | 98.15% |
17/12/2024 | 10.84% | 0.16 CHF | 0.16 CHF | 100,000 | 100,000 | 60,155 | 60,155 | 9,591 CHF | 10,548 CHF | 80.40% | 80.40% |
16/12/2024 | 13.37% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 58,055 | 58,055 | 7,702 CHF | 8,661 CHF | 99.65% | 99.65% |
13/12/2024 | 9.65% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 62,194 | 62,194 | 10,374 CHF | 11,353 CHF | 84.28% | 84.28% |
12/12/2024 | 15.20% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 59,026 | 59,026 | 7,352 CHF | 8,317 CHF | 92.60% | 92.60% |
11/12/2024 | 14.22% | 0.11 CHF | 0.12 CHF | 100,000 | 100,000 | 58,614 | 58,614 | 6,907 CHF | 7,867 CHF | 94.30% | 94.30% |
10/12/2024 | 10.21% | 0.14 CHF | 0.15 CHF | 100,000 | 100,000 | 58,458 | 58,458 | 9,588 CHF | 10,548 CHF | 95.52% | 95.52% |
09/12/2024 | 9.26% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 59,652 | 59,652 | 11,241 CHF | 12,215 CHF | 93.49% | 93.49% |
06/12/2024 | 9.36% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 58,917 | 58,917 | 11,081 CHF | 12,039 CHF | 90.05% | 90.05% |