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 | 1.89% | 0.96 CHF | 0.98 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 13,636 CHF | 13,902 CHF | 100.00% | 100.00% |
19/12/2024 | 4.28% | 1.14 CHF | 1.18 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 12,505 CHF | 13,048 CHF | 100.00% | 100.00% |
18/12/2024 | 2.72% | 0.99 CHF | 1.02 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 11,373 CHF | 11,683 CHF | 98.49% | 98.49% |
17/12/2024 | 2.86% | 0.94 CHF | 0.96 CHF | 20,000 | 20,000 | 10,040 | 10,040 | 9,314 CHF | 9,576 CHF | 95.72% | 95.72% |
16/12/2024 | 3.02% | 0.81 CHF | 0.83 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 8,524 CHF | 8,787 CHF | 100.00% | 100.00% |
13/12/2024 | 2.84% | 0.91 CHF | 0.94 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 8,565 CHF | 8,815 CHF | 100.00% | 100.00% |
12/12/2024 | 2.91% | 0.81 CHF | 0.83 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 8,326 CHF | 8,572 CHF | 100.00% | 100.00% |
11/12/2024 | 2.63% | 0.85 CHF | 0.87 CHF | 20,000 | 20,000 | 11,621 | 11,621 | 11,500 CHF | 11,812 CHF | 99.97% | 99.97% |
10/12/2024 | 2.21% | 1.02 CHF | 1.04 CHF | 20,000 | 20,000 | 11,611 | 11,611 | 12,036 CHF | 12,307 CHF | 100.00% | 100.00% |
09/12/2024 | 2.94% | 1.03 CHF | 1.06 CHF | 20,000 | 20,000 | 9,890 | 9,890 | 9,134 CHF | 9,391 CHF | 100.00% | 100.00% |