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 | 4.00% | 0.86 CHF | 0.89 CHF | 20,000 | 20,000 | 11,550 | 11,550 | 7,495 CHF | 7,777 CHF | 97.63% | 97.63% |
19/12/2024 | 5.91% | 0.67 CHF | 0.72 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 8,464 CHF | 8,979 CHF | 100.00% | 100.00% |
18/12/2024 | 3.12% | 0.83 CHF | 0.86 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 9,965 CHF | 10,281 CHF | 98.45% | 98.45% |
17/12/2024 | 2.79% | 0.89 CHF | 0.92 CHF | 20,000 | 20,000 | 10,040 | 10,040 | 9,083 CHF | 9,342 CHF | 95.73% | 95.73% |
16/12/2024 | 2.73% | 1.02 CHF | 1.04 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 9,547 CHF | 9,801 CHF | 100.00% | 100.00% |
13/12/2024 | 2.57% | 0.92 CHF | 0.95 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 9,600 CHF | 9,851 CHF | 100.00% | 100.00% |
12/12/2024 | 2.64% | 1.01 CHF | 1.04 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 9,752 CHF | 10,009 CHF | 100.00% | 100.00% |
11/12/2024 | 2.87% | 0.97 CHF | 0.99 CHF | 20,000 | 20,000 | 11,621 | 11,621 | 9,535 CHF | 9,803 CHF | 99.97% | 99.97% |
10/12/2024 | 2.83% | 0.79 CHF | 0.82 CHF | 20,000 | 20,000 | 11,611 | 11,611 | 8,953 CHF | 9,214 CHF | 100.00% | 100.00% |
09/12/2024 | 2.60% | 0.77 CHF | 0.79 CHF | 20,000 | 20,000 | 9,890 | 9,890 | 8,729 CHF | 8,972 CHF | 100.00% | 100.00% |