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 | 2.26% | 0.67 CHF | 0.68 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 30,173 CHF | 30,751 CHF | 99.85% | 99.85% |
18/12/2024 | 2.01% | 0.73 CHF | 0.74 CHF | 98,000 | 98,000 | 44,248 | 44,248 | 33,643 CHF | 34,218 CHF | 99.17% | 99.17% |
17/12/2024 | 1.88% | 0.81 CHF | 0.82 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 35,082 CHF | 35,639 CHF | 100.00% | 100.00% |
16/12/2024 | 1.56% | 0.85 CHF | 0.86 CHF | 96,000 | 96,000 | 41,583 | 41,583 | 39,472 CHF | 40,009 CHF | 99.88% | 99.88% |
13/12/2024 | 1.53% | 1.01 CHF | 1.02 CHF | 92,000 | 92,000 | 40,979 | 40,979 | 41,431 CHF | 41,963 CHF | 100.00% | 100.00% |
12/12/2024 | 1.48% | 1.04 CHF | 1.05 CHF | 92,000 | 92,000 | 41,049 | 41,049 | 42,728 CHF | 43,261 CHF | 100.00% | 100.00% |
11/12/2024 | 1.49% | 1.07 CHF | 1.08 CHF | 92,000 | 92,000 | 40,988 | 40,988 | 42,831 CHF | 43,363 CHF | 100.00% | 100.00% |
10/12/2024 | 1.45% | 1.05 CHF | 1.06 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 43,328 CHF | 43,860 CHF | 100.00% | 100.00% |
09/12/2024 | 1.38% | 1.07 CHF | 1.08 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 45,199 CHF | 45,729 CHF | 100.00% | 100.00% |
06/12/2024 | 1.44% | 1.07 CHF | 1.08 CHF | 92,000 | 92,000 | 41,208 | 41,208 | 44,048 CHF | 44,585 CHF | 97.26% | 97.26% |