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 | 5.99% | 0.65 CHF | 0.67 CHF | 20,000 | 20,000 | 11,595 | 11,595 | 5,055 CHF | 5,329 CHF | 94.85% | 94.85% |
19/12/2024 | 7.97% | 0.46 CHF | 0.50 CHF | 20,000 | 20,000 | 11,574 | 11,574 | 5,945 CHF | 6,442 CHF | 99.69% | 99.69% |
18/12/2024 | 3.60% | 0.62 CHF | 0.64 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 7,467 CHF | 7,746 CHF | 98.45% | 98.45% |
17/12/2024 | 3.56% | 0.68 CHF | 0.70 CHF | 20,000 | 20,000 | 10,040 | 10,040 | 6,917 CHF | 7,178 CHF | 95.73% | 95.73% |
16/12/2024 | 3.25% | 0.80 CHF | 0.83 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 7,423 CHF | 7,669 CHF | 100.00% | 100.00% |
13/12/2024 | 3.37% | 0.71 CHF | 0.73 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 7,464 CHF | 7,721 CHF | 100.00% | 100.00% |
12/12/2024 | 3.06% | 0.80 CHF | 0.83 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 7,634 CHF | 7,878 CHF | 100.00% | 100.00% |
11/12/2024 | 4.86% | 0.75 CHF | 0.78 CHF | 20,000 | 20,000 | 11,621 | 11,621 | 7,024 CHF | 7,348 CHF | 99.97% | 99.97% |
10/12/2024 | 4.03% | 0.58 CHF | 0.60 CHF | 20,000 | 20,000 | 11,611 | 11,611 | 6,496 CHF | 6,768 CHF | 100.00% | 100.00% |
09/12/2024 | 3.49% | 0.56 CHF | 0.58 CHF | 20,000 | 20,000 | 9,890 | 9,890 | 6,639 CHF | 6,888 CHF | 100.00% | 100.00% |