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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 7.37% | 0.58 CHF | 0.60 CHF | 20,000 | 20,000 | 11,594 | 11,594 | 4,236 CHF | 4,508 CHF | 94.93% | 94.93% |
19/12/2024 | 9.15% | 0.38 CHF | 0.43 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 5,141 CHF | 5,637 CHF | 100.00% | 100.00% |
18/12/2024 | 4.04% | 0.55 CHF | 0.57 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 6,641 CHF | 6,920 CHF | 98.45% | 98.45% |
17/12/2024 | 3.82% | 0.60 CHF | 0.63 CHF | 20,000 | 20,000 | 10,040 | 10,040 | 6,210 CHF | 6,464 CHF | 95.72% | 95.72% |
16/12/2024 | 3.73% | 0.73 CHF | 0.76 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 6,718 CHF | 6,973 CHF | 100.00% | 100.00% |
13/12/2024 | 3.79% | 0.63 CHF | 0.66 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 6,761 CHF | 7,023 CHF | 100.00% | 100.00% |
12/12/2024 | 3.38% | 0.73 CHF | 0.76 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 6,937 CHF | 7,183 CHF | 100.00% | 100.00% |
11/12/2024 | 5.54% | 0.68 CHF | 0.71 CHF | 20,000 | 20,000 | 11,621 | 11,621 | 6,211 CHF | 6,535 CHF | 99.97% | 99.97% |
10/12/2024 | 4.42% | 0.51 CHF | 0.53 CHF | 20,000 | 20,000 | 11,610 | 11,610 | 5,694 CHF | 5,957 CHF | 99.70% | 99.70% |
09/12/2024 | 3.89% | 0.49 CHF | 0.51 CHF | 20,000 | 20,000 | 9,890 | 9,890 | 5,952 CHF | 6,202 CHF | 100.00% | 100.00% |