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 | 0.96% | 82.56 % | 83.36 % | 250,000 | 242,000 | 250,000 | 247,929 | 207,028 CHF | 207,300 CHF | 100.00% | 100.00% |
18/12/2024 | 0.96% | 83.31 % | 84.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,294 CHF | 210,294 CHF | 99.99% | 99.99% |
17/12/2024 | 0.95% | 83.93 % | 84.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,095 CHF | 211,095 CHF | 100.00% | 100.00% |
16/12/2024 | 0.95% | 83.57 % | 84.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,717 CHF | 210,717 CHF | 100.00% | 100.00% |
13/12/2024 | 0.95% | 83.73 % | 84.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,016 CHF | 211,016 CHF | 99.99% | 99.99% |
12/12/2024 | 0.96% | 83.30 % | 84.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,230 CHF | 210,230 CHF | 100.00% | 100.00% |
11/12/2024 | 0.96% | 83.23 % | 84.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,252 CHF | 210,252 CHF | 99.99% | 99.99% |
10/12/2024 | 0.95% | 83.14 % | 83.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,717 CHF | 210,717 CHF | 100.00% | 100.00% |
09/12/2024 | 0.95% | 83.91 % | 84.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,253 CHF | 211,253 CHF | 99.99% | 99.99% |
06/12/2024 | 0.95% | 83.81 % | 84.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,861 CHF | 211,861 CHF | 100.00% | 100.00% |