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 | 0.92% | 86.57 % | 87.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,460 CHF | 218,460 CHF | 100.00% | 100.00% |
18/12/2024 | 0.92% | 86.63 % | 87.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,559 CHF | 218,559 CHF | 100.00% | 100.00% |
17/12/2024 | 0.92% | 86.72 % | 87.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,695 CHF | 218,695 CHF | 100.00% | 100.00% |
16/12/2024 | 0.92% | 86.69 % | 87.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,687 CHF | 218,687 CHF | 100.00% | 100.00% |
13/12/2024 | 0.92% | 86.63 % | 87.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,512 CHF | 218,512 CHF | 100.00% | 100.00% |
12/12/2024 | 0.92% | 86.57 % | 87.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,383 CHF | 218,383 CHF | 100.00% | 100.00% |
11/12/2024 | 0.92% | 86.48 % | 87.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,222 CHF | 218,222 CHF | 100.00% | 100.00% |
10/12/2024 | 0.92% | 86.43 % | 87.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,209 CHF | 218,209 CHF | 100.00% | 100.00% |
09/12/2024 | 0.92% | 86.54 % | 87.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,236 CHF | 218,236 CHF | 100.00% | 100.00% |
06/12/2024 | 0.92% | 86.49 % | 87.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,279 CHF | 218,279 CHF | 100.00% | 100.00% |