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 | 11.33% | 0.50 CHF | 0.53 CHF | 20,000 | 20,000 | 11,594 | 11,594 | 3,346 CHF | 3,647 CHF | 94.93% | 94.93% |
19/12/2024 | 12.21% | 0.31 CHF | 0.35 CHF | 20,000 | 20,000 | 11,600 | 11,600 | 4,241 CHF | 4,786 CHF | 100.00% | 100.00% |
18/12/2024 | 5.23% | 0.47 CHF | 0.50 CHF | 20,000 | 20,000 | 11,779 | 11,779 | 5,791 CHF | 6,103 CHF | 96.31% | 96.31% |
17/12/2024 | 4.74% | 0.53 CHF | 0.56 CHF | 20,000 | 20,000 | 10,040 | 10,040 | 5,439 CHF | 5,710 CHF | 95.73% | 95.73% |
16/12/2024 | 4.42% | 0.66 CHF | 0.68 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 5,974 CHF | 6,232 CHF | 100.00% | 100.00% |
13/12/2024 | 4.05% | 0.56 CHF | 0.59 CHF | 20,000 | 20,000 | 9,917 | 9,917 | 6,023 CHF | 6,273 CHF | 100.00% | 100.00% |
12/12/2024 | 4.48% | 0.66 CHF | 0.68 CHF | 20,000 | 20,000 | 9,916 | 9,916 | 6,188 CHF | 6,461 CHF | 100.00% | 100.00% |