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 | 1.55% | 1.39 CHF | 1.42 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 18,643 CHF | 18,940 CHF | 100.00% | 100.00% |
19/12/2024 | 2.80% | 1.57 CHF | 1.62 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 17,561 CHF | 18,062 CHF | 100.00% | 100.00% |
18/12/2024 | 1.87% | 1.42 CHF | 1.45 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 16,431 CHF | 16,737 CHF | 98.49% | 98.49% |
17/12/2024 | 2.00% | 1.37 CHF | 1.40 CHF | 20,000 | 20,000 | 9,944 | 9,944 | 13,533 CHF | 13,798 CHF | 98.69% | 98.69% |
16/12/2024 | 1.83% | 1.24 CHF | 1.27 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 12,813 CHF | 13,055 CHF | 100.00% | 100.00% |
13/12/2024 | 2.03% | 1.34 CHF | 1.37 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 12,848 CHF | 13,107 CHF | 100.00% | 100.00% |
12/12/2024 | 1.87% | 1.24 CHF | 1.26 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 12,590 CHF | 12,829 CHF | 100.00% | 100.00% |
11/12/2024 | 1.80% | 1.27 CHF | 1.30 CHF | 20,000 | 20,000 | 11,621 | 11,621 | 16,481 CHF | 16,786 CHF | 99.97% | 99.97% |
10/12/2024 | 1.81% | 1.44 CHF | 1.47 CHF | 20,000 | 20,000 | 11,611 | 11,611 | 16,960 CHF | 17,267 CHF | 100.00% | 100.00% |
09/12/2024 | 1.86% | 1.46 CHF | 1.48 CHF | 20,000 | 20,000 | 9,890 | 9,890 | 13,341 CHF | 13,590 CHF | 100.00% | 100.00% |