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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 1.57% | 0.52 CHF | 0.53 CHF | 10,000 | 10,000 | 93,432 | 93,432 | 60,461 CHF | 61,396 CHF | 99.86% | 99.86% |
18/12/2024 | 0.90% | 1.05 CHF | 1.06 CHF | 10,000 | 10,000 | 93,444 | 93,438 | 104,158 CHF | 105,088 CHF | 100.00% | 100.00% |
17/12/2024 | 0.87% | 1.06 CHF | 1.07 CHF | 10,000 | 10,000 | 93,444 | 93,441 | 108,894 CHF | 109,827 CHF | 100.00% | 100.00% |
16/12/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 10,000 | 10,000 | 93,382 | 93,382 | 114,872 CHF | 115,807 CHF | 99.09% | 99.09% |
13/12/2024 | 0.68% | 1.32 CHF | 1.33 CHF | 10,000 | 10,000 | 93,442 | 93,439 | 139,431 CHF | 140,362 CHF | 100.00% | 100.00% |
12/12/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 10,000 | 10,000 | 93,443 | 93,438 | 130,027 CHF | 130,955 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 1.36 CHF | 1.37 CHF | 10,000 | 10,000 | 93,443 | 93,443 | 116,688 CHF | 117,623 CHF | 100.00% | 100.00% |
10/12/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 10,000 | 10,000 | 93,444 | 93,436 | 119,305 CHF | 120,230 CHF | 100.00% | 100.00% |
09/12/2024 | 0.75% | 1.27 CHF | 1.28 CHF | 10,000 | 10,000 | 93,440 | 93,440 | 125,003 CHF | 125,938 CHF | 100.00% | 100.00% |
06/12/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 10,000 | 10,000 | 93,440 | 93,440 | 132,226 CHF | 133,162 CHF | 100.00% | 100.00% |