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 | 6.92% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 44,492 | 44,492 | 10,099 CHF | 10,707 CHF | 99.85% | 99.85% |
18/12/2024 | 4.77% | 0.29 CHF | 0.30 CHF | 98,000 | 98,000 | 44,250 | 44,250 | 13,826 CHF | 14,401 CHF | 99.13% | 99.13% |
17/12/2024 | 4.14% | 0.36 CHF | 0.37 CHF | 96,000 | 96,000 | 42,970 | 42,970 | 15,805 CHF | 16,362 CHF | 100.00% | 100.00% |
16/12/2024 | 2.85% | 0.41 CHF | 0.42 CHF | 96,000 | 96,000 | 41,583 | 41,583 | 20,834 CHF | 21,372 CHF | 99.88% | 99.88% |
13/12/2024 | 2.72% | 0.57 CHF | 0.58 CHF | 92,000 | 92,000 | 40,981 | 40,981 | 23,129 CHF | 23,661 CHF | 100.00% | 100.00% |
12/12/2024 | 2.56% | 0.59 CHF | 0.60 CHF | 92,000 | 92,000 | 41,050 | 41,050 | 24,471 CHF | 25,003 CHF | 100.00% | 100.00% |
11/12/2024 | 2.58% | 0.62 CHF | 0.63 CHF | 92,000 | 92,000 | 40,989 | 40,989 | 24,718 CHF | 25,251 CHF | 100.00% | 100.00% |
10/12/2024 | 2.45% | 0.61 CHF | 0.62 CHF | 92,000 | 92,000 | 41,083 | 41,083 | 25,233 CHF | 25,765 CHF | 100.00% | 100.00% |
09/12/2024 | 2.26% | 0.63 CHF | 0.64 CHF | 92,000 | 92,000 | 40,789 | 40,789 | 27,259 CHF | 27,788 CHF | 100.00% | 100.00% |
06/12/2024 | 2.43% | 0.63 CHF | 0.64 CHF | 92,000 | 92,000 | 41,204 | 41,204 | 25,961 CHF | 26,498 CHF | 97.26% | 97.26% |