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 | 3.21% | 1.09 CHF | 1.12 CHF | 20,000 | 20,000 | 11,550 | 11,550 | 10,096 CHF | 10,402 CHF | 97.63% | 97.63% |
19/12/2024 | 4.77% | 0.90 CHF | 0.94 CHF | 20,000 | 20,000 | 11,582 | 11,582 | 11,067 CHF | 11,603 CHF | 99.78% | 99.78% |
18/12/2024 | 2.32% | 1.06 CHF | 1.08 CHF | 20,000 | 20,000 | 11,702 | 11,702 | 12,624 CHF | 12,921 CHF | 98.49% | 98.49% |
17/12/2024 | 2.22% | 1.12 CHF | 1.14 CHF | 20,000 | 20,000 | 9,944 | 9,944 | 11,244 CHF | 11,503 CHF | 98.69% | 98.69% |
16/12/2024 | 2.05% | 1.24 CHF | 1.27 CHF | 20,000 | 20,000 | 9,897 | 9,897 | 11,779 CHF | 12,027 CHF | 100.00% | 100.00% |