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 | 2.47% | 0.78 CHF | 0.81 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 11,563 CHF | 11,857 CHF | 100.00% | 100.00% |
19/12/2024 | 4.99% | 0.96 CHF | 1.00 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 10,441 CHF | 10,973 CHF | 100.00% | 100.00% |
18/12/2024 | 3.30% | 0.81 CHF | 0.84 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 9,293 CHF | 9,599 CHF | 98.45% | 98.45% |
17/12/2024 | 3.79% | 0.76 CHF | 0.79 CHF | 20,000 | 20,000 | 10,040 | 10,040 | 7,524 CHF | 7,797 CHF | 95.73% | 95.73% |
16/12/2024 | 3.33% | 0.63 CHF | 0.66 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 6,778 CHF | 7,016 CHF | 100.00% | 100.00% |
13/12/2024 | 3.79% | 0.73 CHF | 0.76 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 6,794 CHF | 7,054 CHF | 100.00% | 100.00% |
12/12/2024 | 3.97% | 0.63 CHF | 0.66 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 6,554 CHF | 6,819 CHF | 100.00% | 100.00% |
11/12/2024 | 2.68% | 0.67 CHF | 0.69 CHF | 20,000 | 20,000 | 11,621 | 11,621 | 9,481 CHF | 9,744 CHF | 99.97% | 99.97% |
10/12/2024 | 2.99% | 0.84 CHF | 0.86 CHF | 20,000 | 20,000 | 11,611 | 11,611 | 9,978 CHF | 10,281 CHF | 100.00% | 100.00% |
09/12/2024 | 3.74% | 0.86 CHF | 0.88 CHF | 20,000 | 20,000 | 9,890 | 9,890 | 7,387 CHF | 7,648 CHF | 100.00% | 100.00% |