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 | 3.25% | 0.99 CHF | 1.01 CHF | 20,000 | 20,000 | 11,550 | 11,550 | 8,916 CHF | 9,193 CHF | 97.63% | 97.63% |
19/12/2024 | 4.84% | 0.80 CHF | 0.84 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 9,899 CHF | 10,395 CHF | 100.00% | 100.00% |
18/12/2024 | 2.41% | 0.96 CHF | 0.98 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 11,428 CHF | 11,711 CHF | 98.45% | 98.45% |
17/12/2024 | 2.39% | 1.01 CHF | 1.04 CHF | 20,000 | 20,000 | 10,040 | 10,040 | 10,318 CHF | 10,576 CHF | 95.72% | 95.72% |
16/12/2024 | 2.49% | 1.14 CHF | 1.17 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 10,755 CHF | 11,018 CHF | 100.00% | 100.00% |
13/12/2024 | 2.32% | 1.04 CHF | 1.07 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 10,815 CHF | 11,072 CHF | 100.00% | 100.00% |
12/12/2024 | 2.57% | 1.14 CHF | 1.16 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 10,950 CHF | 11,227 CHF | 100.00% | 100.00% |
11/12/2024 | 2.44% | 1.09 CHF | 1.11 CHF | 20,000 | 20,000 | 11,621 | 11,621 | 10,940 CHF | 11,202 CHF | 99.97% | 99.97% |
10/12/2024 | 2.51% | 0.91 CHF | 0.94 CHF | 20,000 | 20,000 | 11,611 | 11,611 | 10,350 CHF | 10,614 CHF | 100.00% | 100.00% |
09/12/2024 | 2.27% | 0.89 CHF | 0.91 CHF | 20,000 | 20,000 | 9,890 | 9,890 | 9,921 CHF | 10,161 CHF | 100.00% | 100.00% |