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 | 2.68% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 25,345 CHF | 25,922 CHF | 99.85% | 99.85% |
18/12/2024 | 2.33% | 0.63 CHF | 0.64 CHF | 98,000 | 98,000 | 44,248 | 44,248 | 28,884 CHF | 29,459 CHF | 99.13% | 99.13% |
17/12/2024 | 2.17% | 0.70 CHF | 0.71 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 30,477 CHF | 31,034 CHF | 100.00% | 100.00% |
16/12/2024 | 1.75% | 0.75 CHF | 0.76 CHF | 96,000 | 96,000 | 41,586 | 41,586 | 35,019 CHF | 35,557 CHF | 99.83% | 99.83% |
13/12/2024 | 1.70% | 0.91 CHF | 0.92 CHF | 92,000 | 92,000 | 40,970 | 40,970 | 37,116 CHF | 37,649 CHF | 100.00% | 100.00% |
12/12/2024 | 1.64% | 0.93 CHF | 0.94 CHF | 92,000 | 92,000 | 41,049 | 41,049 | 38,406 CHF | 38,938 CHF | 100.00% | 100.00% |
11/12/2024 | 1.65% | 0.96 CHF | 0.97 CHF | 92,000 | 92,000 | 40,986 | 40,986 | 38,601 CHF | 39,133 CHF | 100.00% | 100.00% |
10/12/2024 | 1.60% | 0.94 CHF | 0.95 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 39,013 CHF | 39,546 CHF | 100.00% | 100.00% |
09/12/2024 | 1.52% | 0.96 CHF | 0.97 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 40,960 CHF | 41,490 CHF | 100.00% | 100.00% |
06/12/2024 | 1.60% | 0.97 CHF | 0.98 CHF | 92,000 | 92,000 | 41,208 | 41,208 | 39,816 CHF | 40,353 CHF | 97.26% | 97.26% |