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% | 78.86 % | 79.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,162 CHF | 199,137 CHF | 99.90% | 99.90% |
18/12/2024 | 1.00% | 79.04 % | 79.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,650 CHF | 199,628 CHF | 100.00% | 100.00% |
17/12/2024 | 1.00% | 79.42 % | 80.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,917 CHF | 199,911 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 79.24 % | 80.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,923 CHF | 199,919 CHF | 100.00% | 100.00% |
13/12/2024 | 1.00% | 79.22 % | 80.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,996 CHF | 199,994 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 79.23 % | 80.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,934 CHF | 199,929 CHF | 99.97% | 99.97% |
11/12/2024 | 1.00% | 78.94 % | 79.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,352 CHF | 199,328 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 78.67 % | 79.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,245 CHF | 199,224 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 79.27 % | 80.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,631 CHF | 199,614 CHF | 100.00% | 100.00% |
06/12/2024 | 1.00% | 79.07 % | 79.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 197,901 CHF | 199,900 CHF | 100.00% | 100.00% |