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 | 0.99% | 77.10 % | 77.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,699 CHF | 194,624 CHF | 100.00% | 100.00% |
18/12/2024 | 1.01% | 77.25 % | 78.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,043 CHF | 194,993 CHF | 100.00% | 100.00% |
17/12/2024 | 1.01% | 77.27 % | 78.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,992 CHF | 194,942 CHF | 100.00% | 100.00% |
16/12/2024 | 1.01% | 77.25 % | 78.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 193,010 CHF | 194,960 CHF | 100.00% | 100.00% |
13/12/2024 | 1.01% | 77.19 % | 77.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,943 CHF | 194,893 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 77.16 % | 77.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,904 CHF | 194,848 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 77.10 % | 77.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,739 CHF | 194,679 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 76.97 % | 77.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,684 CHF | 194,614 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 77.19 % | 77.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,736 CHF | 194,670 CHF | 100.00% | 100.00% |
06/12/2024 | 1.00% | 77.11 % | 77.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,789 CHF | 194,731 CHF | 100.00% | 100.00% |