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 | 3.05% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 22,173 CHF | 22,751 CHF | 99.85% | 99.85% |
18/12/2024 | 2.61% | 0.56 CHF | 0.57 CHF | 98,000 | 98,000 | 44,251 | 44,251 | 25,738 CHF | 26,313 CHF | 99.14% | 99.14% |
17/12/2024 | 2.41% | 0.63 CHF | 0.64 CHF | 96,000 | 96,000 | 42,970 | 42,970 | 27,386 CHF | 27,943 CHF | 100.00% | 100.00% |
16/12/2024 | 1.90% | 0.68 CHF | 0.69 CHF | 96,000 | 96,000 | 41,585 | 41,585 | 32,029 CHF | 32,566 CHF | 99.82% | 99.82% |
13/12/2024 | 1.85% | 0.84 CHF | 0.85 CHF | 92,000 | 92,000 | 40,979 | 40,979 | 34,118 CHF | 34,650 CHF | 100.00% | 100.00% |
12/12/2024 | 1.77% | 0.86 CHF | 0.87 CHF | 92,000 | 92,000 | 41,050 | 41,050 | 35,493 CHF | 36,025 CHF | 100.00% | 100.00% |
11/12/2024 | 1.79% | 0.89 CHF | 0.90 CHF | 92,000 | 92,000 | 40,990 | 40,990 | 35,619 CHF | 36,152 CHF | 100.00% | 100.00% |
10/12/2024 | 1.73% | 0.87 CHF | 0.88 CHF | 92,000 | 92,000 | 41,083 | 41,083 | 36,035 CHF | 36,568 CHF | 100.00% | 100.00% |
09/12/2024 | 1.63% | 0.89 CHF | 0.90 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 38,019 CHF | 38,548 CHF | 100.00% | 100.00% |
06/12/2024 | 1.70% | 0.90 CHF | 0.91 CHF | 92,000 | 92,000 | 41,070 | 41,070 | 36,763 CHF | 37,295 CHF | 100.00% | 100.00% |