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 | 7.96% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 9,068 CHF | 9,700 CHF | 99.85% | 99.85% |
18/12/2024 | 5.25% | 0.26 CHF | 0.27 CHF | 98,000 | 98,000 | 44,252 | 44,252 | 12,562 CHF | 13,137 CHF | 99.12% | 99.12% |
17/12/2024 | 4.49% | 0.33 CHF | 0.34 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 14,585 CHF | 15,142 CHF | 100.00% | 100.00% |
16/12/2024 | 3.00% | 0.38 CHF | 0.39 CHF | 96,000 | 96,000 | 41,585 | 41,585 | 19,678 CHF | 20,215 CHF | 99.83% | 99.83% |
13/12/2024 | 2.85% | 0.54 CHF | 0.55 CHF | 92,000 | 92,000 | 40,979 | 40,979 | 22,012 CHF | 22,544 CHF | 100.00% | 100.00% |
12/12/2024 | 2.68% | 0.57 CHF | 0.58 CHF | 92,000 | 92,000 | 41,049 | 41,049 | 23,323 CHF | 23,855 CHF | 100.00% | 100.00% |
11/12/2024 | 2.71% | 0.60 CHF | 0.61 CHF | 92,000 | 92,000 | 40,987 | 40,987 | 23,588 CHF | 24,120 CHF | 100.00% | 100.00% |
10/12/2024 | 2.57% | 0.58 CHF | 0.59 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 24,060 CHF | 24,593 CHF | 100.00% | 100.00% |
09/12/2024 | 2.35% | 0.60 CHF | 0.61 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 26,164 CHF | 26,693 CHF | 100.00% | 100.00% |
06/12/2024 | 2.52% | 0.61 CHF | 0.62 CHF | 92,000 | 92,000 | 41,208 | 41,208 | 24,919 CHF | 25,456 CHF | 97.26% | 97.26% |