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 | 0.94% | 84.84 % | 85.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,543 CHF | 213,543 CHF | 99.72% | 99.72% |
18/12/2024 | 0.91% | 87.28 % | 88.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,603 CHF | 220,603 CHF | 99.99% | 99.99% |
17/12/2024 | 0.90% | 89.76 % | 90.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,172 CHF | 224,172 CHF | 99.99% | 99.99% |
16/12/2024 | 0.90% | 88.44 % | 89.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,055 CHF | 223,055 CHF | 100.00% | 100.00% |
13/12/2024 | 0.89% | 89.65 % | 90.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,063 CHF | 226,063 CHF | 100.00% | 100.00% |
12/12/2024 | 0.89% | 89.37 % | 90.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,842 CHF | 225,842 CHF | 100.00% | 100.00% |
11/12/2024 | 0.89% | 89.54 % | 90.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,643 CHF | 225,643 CHF | 100.00% | 100.00% |
10/12/2024 | 0.89% | 89.02 % | 89.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,886 CHF | 226,886 CHF | 99.99% | 99.99% |
09/12/2024 | 0.88% | 91.00 % | 91.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,395 CHF | 228,395 CHF | 100.00% | 100.00% |
06/12/2024 | 0.87% | 90.66 % | 91.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,590 CHF | 229,590 CHF | 99.94% | 99.94% |