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 | 2.59% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 44,493 | 44,493 | 26,163 CHF | 26,740 CHF | 99.85% | 99.85% |
18/12/2024 | 2.27% | 0.64 CHF | 0.65 CHF | 98,000 | 98,000 | 44,251 | 44,251 | 29,696 CHF | 30,271 CHF | 99.12% | 99.12% |
17/12/2024 | 2.11% | 0.72 CHF | 0.73 CHF | 96,000 | 96,000 | 42,971 | 42,971 | 31,239 CHF | 31,795 CHF | 100.00% | 100.00% |
16/12/2024 | 1.71% | 0.76 CHF | 0.77 CHF | 96,000 | 96,000 | 41,587 | 41,587 | 35,756 CHF | 36,293 CHF | 99.82% | 99.82% |
13/12/2024 | 1.67% | 0.92 CHF | 0.93 CHF | 92,000 | 92,000 | 40,972 | 40,972 | 37,766 CHF | 38,299 CHF | 100.00% | 100.00% |
12/12/2024 | 1.61% | 0.95 CHF | 0.96 CHF | 92,000 | 92,000 | 41,048 | 41,048 | 39,132 CHF | 39,665 CHF | 100.00% | 100.00% |
11/12/2024 | 1.63% | 0.98 CHF | 0.99 CHF | 92,000 | 92,000 | 40,991 | 40,991 | 39,211 CHF | 39,743 CHF | 100.00% | 100.00% |
10/12/2024 | 1.58% | 0.96 CHF | 0.97 CHF | 92,000 | 92,000 | 41,081 | 41,081 | 39,664 CHF | 40,196 CHF | 100.00% | 100.00% |
09/12/2024 | 1.49% | 0.98 CHF | 0.99 CHF | 92,000 | 92,000 | 40,788 | 40,788 | 41,608 CHF | 42,137 CHF | 100.00% | 100.00% |
06/12/2024 | 1.57% | 0.98 CHF | 0.99 CHF | 92,000 | 92,000 | 41,209 | 41,209 | 40,455 CHF | 40,992 CHF | 97.26% | 97.26% |