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 | 0.91% | 87.53 % | 88.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,797 CHF | 220,797 CHF | 100.00% | 100.00% |
18/12/2024 | 0.91% | 87.56 % | 88.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,851 CHF | 220,851 CHF | 100.00% | 100.00% |
17/12/2024 | 0.91% | 87.59 % | 88.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,049 CHF | 221,049 CHF | 100.00% | 100.00% |
16/12/2024 | 0.91% | 87.67 % | 88.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,106 CHF | 221,106 CHF | 100.00% | 100.00% |
13/12/2024 | 0.91% | 87.51 % | 88.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,600 CHF | 220,600 CHF | 100.00% | 100.00% |
12/12/2024 | 0.91% | 87.42 % | 88.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,528 CHF | 220,528 CHF | 100.00% | 100.00% |
11/12/2024 | 0.91% | 87.30 % | 88.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,339 CHF | 220,339 CHF | 100.00% | 100.00% |
10/12/2024 | 0.91% | 87.37 % | 88.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,524 CHF | 220,524 CHF | 100.00% | 100.00% |
09/12/2024 | 0.91% | 87.42 % | 88.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,586 CHF | 220,586 CHF | 100.00% | 100.00% |
06/12/2024 | 0.91% | 87.42 % | 88.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,566 CHF | 220,566 CHF | 100.00% | 100.00% |