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% | 75.91 % | 76.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,749 CHF | 191,649 CHF | 100.00% | 100.00% |
18/12/2024 | 1.00% | 75.98 % | 76.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,889 CHF | 191,789 CHF | 100.00% | 100.00% |
17/12/2024 | 0.99% | 76.09 % | 76.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,149 CHF | 192,049 CHF | 100.00% | 100.00% |
16/12/2024 | 0.99% | 76.08 % | 76.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,114 CHF | 192,014 CHF | 100.00% | 100.00% |
13/12/2024 | 1.00% | 76.01 % | 76.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,868 CHF | 191,768 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 75.93 % | 76.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 189,842 CHF | 191,746 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 76.09 % | 76.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,187 CHF | 192,090 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 75.97 % | 76.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,183 CHF | 192,089 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 76.14 % | 76.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,236 CHF | 192,145 CHF | 100.00% | 100.00% |
06/12/2024 | 0.99% | 76.08 % | 76.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,212 CHF | 192,112 CHF | 100.00% | 100.00% |