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% | 86.85 % | 87.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,124 CHF | 219,124 CHF | 100.00% | 100.00% |
18/12/2024 | 0.92% | 86.89 % | 87.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,217 CHF | 219,217 CHF | 100.00% | 100.00% |
17/12/2024 | 0.92% | 86.94 % | 87.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,365 CHF | 219,365 CHF | 100.00% | 100.00% |
16/12/2024 | 0.92% | 86.97 % | 87.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,383 CHF | 219,383 CHF | 100.00% | 100.00% |
13/12/2024 | 0.92% | 86.87 % | 87.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 217,092 CHF | 219,092 CHF | 100.00% | 100.00% |
12/12/2024 | 0.92% | 86.81 % | 87.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,975 CHF | 218,975 CHF | 100.00% | 100.00% |
11/12/2024 | 0.92% | 86.68 % | 87.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,756 CHF | 218,756 CHF | 100.00% | 100.00% |
10/12/2024 | 0.92% | 86.70 % | 87.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,862 CHF | 218,862 CHF | 100.00% | 100.00% |
09/12/2024 | 0.92% | 86.77 % | 87.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,896 CHF | 218,896 CHF | 100.00% | 100.00% |
06/12/2024 | 0.92% | 86.75 % | 87.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,880 CHF | 218,880 CHF | 100.00% | 100.00% |