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 | 1.00% | 77.57 % | 78.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,044 CHF | 195,994 CHF | 100.00% | 100.00% |
18/12/2024 | 1.00% | 77.86 % | 78.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,688 CHF | 196,638 CHF | 100.00% | 100.00% |
17/12/2024 | 1.00% | 78.24 % | 79.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,374 CHF | 197,344 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 78.13 % | 78.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,211 CHF | 197,170 CHF | 100.00% | 100.00% |
13/12/2024 | 1.00% | 78.13 % | 78.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,084 CHF | 197,043 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 77.85 % | 78.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,650 CHF | 196,601 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 77.89 % | 78.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,773 CHF | 196,723 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 77.70 % | 78.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 194,850 CHF | 196,804 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 78.25 % | 79.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,217 CHF | 197,176 CHF | 100.00% | 100.00% |
06/12/2024 | 1.00% | 78.08 % | 78.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,374 CHF | 197,347 CHF | 100.00% | 100.00% |