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 | 1.79% | 1.20 CHF | 1.23 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 16,441 CHF | 16,742 CHF | 100.00% | 100.00% |
19/12/2024 | 3.20% | 1.38 CHF | 1.43 CHF | 20,000 | 20,000 | 11,582 | 11,582 | 15,330 CHF | 15,831 CHF | 99.78% | 99.78% |
18/12/2024 | 2.15% | 1.23 CHF | 1.26 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 14,210 CHF | 14,514 CHF | 98.49% | 98.49% |
17/12/2024 | 2.30% | 1.18 CHF | 1.21 CHF | 20,000 | 20,000 | 9,943 | 9,943 | 11,639 CHF | 11,902 CHF | 98.70% | 98.70% |
16/12/2024 | 2.10% | 1.05 CHF | 1.08 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 10,935 CHF | 11,174 CHF | 100.00% | 100.00% |
13/12/2024 | 2.36% | 1.15 CHF | 1.18 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 10,960 CHF | 11,219 CHF | 100.00% | 100.00% |
12/12/2024 | 2.25% | 1.05 CHF | 1.07 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 10,707 CHF | 10,950 CHF | 100.00% | 100.00% |
11/12/2024 | 2.10% | 1.08 CHF | 1.11 CHF | 20,000 | 20,000 | 11,621 | 11,621 | 14,280 CHF | 14,590 CHF | 99.97% | 99.97% |
10/12/2024 | 2.00% | 1.25 CHF | 1.28 CHF | 20,000 | 20,000 | 11,611 | 11,611 | 14,777 CHF | 15,072 CHF | 100.00% | 100.00% |
09/12/2024 | 2.11% | 1.27 CHF | 1.30 CHF | 20,000 | 20,000 | 9,890 | 9,890 | 11,485 CHF | 11,728 CHF | 100.00% | 100.00% |