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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 1.72% | 8.24 CHF | 8.39 CHF | 10,000 | 3,000 | 10,000 | 3,000 | 86,484 CHF | 26,395 CHF | 99.43% | 99.43% |
18/12/2024 | 1.84% | 8.35 CHF | 8.50 CHF | 10,000 | 3,000 | 10,000 | 3,000 | 80,949 CHF | 24,735 CHF | 96.57% | 96.57% |
17/12/2024 | 1.98% | 7.55 CHF | 7.70 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 74,843 CHF | 38,171 CHF | 99.55% | 99.55% |
16/12/2024 | 2.02% | 7.11 CHF | 7.26 CHF | 10,000 | 3,000 | 10,000 | 3,000 | 73,767 CHF | 22,580 CHF | 96.52% | 96.52% |
13/12/2024 | 1.63% | 8.87 CHF | 9.02 CHF | 10,000 | 3,000 | 10,000 | 3,000 | 91,642 CHF | 27,943 CHF | 99.51% | 99.51% |
12/12/2024 | 1.94% | 7.85 CHF | 8.00 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 76,587 CHF | 39,044 CHF | 99.57% | 99.57% |
11/12/2024 | 2.01% | 7.44 CHF | 7.59 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 73,881 CHF | 37,690 CHF | 99.53% | 99.53% |
10/12/2024 | 1.42% | 7.22 CHF | 7.32 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 69,969 CHF | 35,485 CHF | 99.50% | 99.50% |
09/12/2024 | 1.60% | 6.35 CHF | 6.45 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 62,208 CHF | 31,604 CHF | 99.55% | 99.55% |
06/12/2024 | 1.73% | 5.58 CHF | 5.68 CHF | 10,000 | 5,000 | 10,000 | 5,000 | 57,405 CHF | 29,202 CHF | 99.55% | 99.55% |