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 | 16.08% | 0.44 CHF | 0.47 CHF | 20,000 | 20,000 | 11,594 | 11,594 | 2,650 CHF | 2,950 CHF | 94.93% | 94.93% |
19/12/2024 | 14.48% | 0.25 CHF | 0.29 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 3,543 CHF | 4,089 CHF | 100.00% | 100.00% |
18/12/2024 | 5.93% | 0.41 CHF | 0.44 CHF | 20,000 | 20,000 | 11,779 | 11,779 | 5,085 CHF | 5,397 CHF | 96.31% | 96.31% |
17/12/2024 | 5.29% | 0.47 CHF | 0.50 CHF | 20,000 | 20,000 | 10,040 | 10,040 | 4,837 CHF | 5,107 CHF | 95.73% | 95.73% |
16/12/2024 | 4.95% | 0.60 CHF | 0.62 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 5,381 CHF | 5,640 CHF | 100.00% | 100.00% |
13/12/2024 | 4.49% | 0.50 CHF | 0.53 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 5,430 CHF | 5,680 CHF | 100.00% | 100.00% |
12/12/2024 | 5.03% | 0.60 CHF | 0.62 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 5,594 CHF | 5,871 CHF | 100.00% | 100.00% |
11/12/2024 | 7.00% | 0.55 CHF | 0.57 CHF | 20,000 | 20,000 | 11,624 | 11,624 | 4,688 CHF | 4,995 CHF | 99.80% | 99.80% |
10/12/2024 | 7.31% | 0.38 CHF | 0.40 CHF | 20,000 | 20,000 | 11,628 | 11,628 | 4,120 CHF | 4,431 CHF | 99.20% | 99.20% |
09/12/2024 | 5.33% | 0.36 CHF | 0.38 CHF | 20,000 | 20,000 | 9,890 | 9,890 | 4,627 CHF | 4,890 CHF | 100.00% | 100.00% |