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 | - | 70.60 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.86% |
18/12/2024 | - | 70.49 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
17/12/2024 | - | 71.60 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
16/12/2024 | 0.98% | 71.02 % | 71.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,842 CHF | 205,841 CHF | 71.15% | 92.36% |
13/12/2024 | 0.94% | 84.73 % | 85.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,291 CHF | 213,291 CHF | 99.98% | 99.98% |
12/12/2024 | 0.95% | 83.61 % | 84.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 209,463 CHF | 211,463 CHF | 99.98% | 99.98% |
11/12/2024 | 0.96% | 82.85 % | 83.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,544 CHF | 209,544 CHF | 99.94% | 99.94% |
10/12/2024 | 0.94% | 82.41 % | 83.21 % | 234,000 | 250,000 | 249,899 | 250,000 | 211,807 CHF | 213,890 CHF | 100.00% | 100.00% |
09/12/2024 | 0.92% | 87.26 % | 88.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,620 CHF | 217,620 CHF | 100.00% | 100.00% |
06/12/2024 | 0.90% | 87.07 % | 87.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,498 CHF | 222,498 CHF | 99.96% | 99.96% |