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 | 0.95% | 83.69 % | 84.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,529 CHF | 211,529 CHF | 100.00% | 100.00% |
18/12/2024 | 0.94% | 84.33 % | 85.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,750 CHF | 212,750 CHF | 100.00% | 100.00% |
17/12/2024 | 0.94% | 85.07 % | 85.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,655 CHF | 213,655 CHF | 100.00% | 100.00% |
16/12/2024 | 0.94% | 84.57 % | 85.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,150 CHF | 213,150 CHF | 100.00% | 100.00% |
13/12/2024 | 0.94% | 84.82 % | 85.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,898 CHF | 213,898 CHF | 100.00% | 100.00% |
12/12/2024 | 0.94% | 84.48 % | 85.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,080 CHF | 213,080 CHF | 99.96% | 99.96% |
11/12/2024 | 0.94% | 84.31 % | 85.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,892 CHF | 212,892 CHF | 99.94% | 99.94% |
10/12/2024 | 0.94% | 84.12 % | 84.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,275 CHF | 213,275 CHF | 100.00% | 100.00% |
09/12/2024 | 0.94% | 85.10 % | 85.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,023 CHF | 214,023 CHF | 100.00% | 100.00% |
06/12/2024 | 0.93% | 84.97 % | 85.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,935 CHF | 214,935 CHF | 100.00% | 100.00% |