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 | 3.19% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 44,492 | 44,492 | 21,223 CHF | 21,801 CHF | 99.86% | 99.86% |
18/12/2024 | 2.70% | 0.53 CHF | 0.54 CHF | 98,000 | 98,000 | 44,249 | 44,249 | 24,826 CHF | 25,401 CHF | 99.14% | 99.14% |
17/12/2024 | 2.49% | 0.61 CHF | 0.62 CHF | 96,000 | 96,000 | 42,970 | 42,970 | 26,506 CHF | 27,063 CHF | 100.00% | 100.00% |
16/12/2024 | 1.95% | 0.65 CHF | 0.66 CHF | 96,000 | 96,000 | 41,585 | 41,585 | 31,189 CHF | 31,727 CHF | 99.83% | 99.83% |
13/12/2024 | 1.89% | 0.82 CHF | 0.83 CHF | 92,000 | 92,000 | 40,978 | 40,978 | 33,324 CHF | 33,857 CHF | 100.00% | 100.00% |
12/12/2024 | 1.81% | 0.84 CHF | 0.85 CHF | 92,000 | 92,000 | 41,050 | 41,050 | 34,686 CHF | 35,218 CHF | 100.00% | 100.00% |
11/12/2024 | 1.83% | 0.87 CHF | 0.88 CHF | 92,000 | 92,000 | 40,989 | 40,989 | 34,849 CHF | 35,382 CHF | 100.00% | 100.00% |
10/12/2024 | 1.77% | 0.85 CHF | 0.86 CHF | 92,000 | 92,000 | 41,083 | 41,083 | 35,267 CHF | 35,800 CHF | 100.00% | 100.00% |
09/12/2024 | 1.66% | 0.87 CHF | 0.88 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 37,257 CHF | 37,787 CHF | 100.00% | 100.00% |
06/12/2024 | 1.76% | 0.88 CHF | 0.89 CHF | 92,000 | 92,000 | 41,203 | 41,203 | 36,088 CHF | 36,625 CHF | 97.26% | 97.26% |