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 | 4.72% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 14,152 CHF | 14,730 CHF | 99.85% | 99.85% |
18/12/2024 | 3.74% | 0.38 CHF | 0.39 CHF | 98,000 | 98,000 | 44,250 | 44,250 | 17,788 CHF | 18,363 CHF | 99.13% | 99.13% |
17/12/2024 | 3.34% | 0.45 CHF | 0.46 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 19,654 CHF | 20,211 CHF | 100.00% | 100.00% |
16/12/2024 | 2.44% | 0.50 CHF | 0.51 CHF | 96,000 | 96,000 | 41,586 | 41,586 | 24,555 CHF | 25,092 CHF | 99.83% | 99.83% |
13/12/2024 | 2.35% | 0.66 CHF | 0.67 CHF | 92,000 | 92,000 | 40,971 | 40,971 | 26,768 CHF | 27,300 CHF | 100.00% | 100.00% |
12/12/2024 | 2.23% | 0.68 CHF | 0.69 CHF | 92,000 | 92,000 | 41,049 | 41,049 | 28,145 CHF | 28,677 CHF | 100.00% | 100.00% |
11/12/2024 | 2.25% | 0.71 CHF | 0.72 CHF | 92,000 | 92,000 | 40,988 | 40,988 | 28,374 CHF | 28,906 CHF | 100.00% | 100.00% |
10/12/2024 | 2.16% | 0.69 CHF | 0.70 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 28,832 CHF | 29,364 CHF | 100.00% | 100.00% |
09/12/2024 | 2.00% | 0.72 CHF | 0.73 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 30,844 CHF | 31,374 CHF | 100.00% | 100.00% |
06/12/2024 | 2.11% | 0.72 CHF | 0.73 CHF | 92,000 | 92,000 | 41,076 | 41,076 | 29,516 CHF | 30,049 CHF | 100.00% | 100.00% |