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 | 1.57% | 62.85 % | 63.85 % | 70,000 | 70,000 | 70,000 | 70,000 | 44,254 CHF | 44,954 CHF | 99.84% | 99.84% |
18/12/2024 | 1.48% | 65.56 % | 66.56 % | 70,000 | 70,000 | 70,000 | 70,000 | 46,832 CHF | 47,532 CHF | 100.00% | 100.00% |
17/12/2024 | 1.44% | 68.16 % | 69.16 % | 70,000 | 70,000 | 70,000 | 70,000 | 48,145 CHF | 48,845 CHF | 100.00% | 100.00% |
16/12/2024 | 1.44% | 69.26 % | 70.26 % | 70,000 | 70,000 | 70,000 | 70,000 | 48,227 CHF | 48,927 CHF | 100.00% | 100.00% |
13/12/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
12/12/2024 | 1.39% | 70.37 % | 71.37 % | 70,000 | 70,000 | 70,000 | 70,000 | 49,958 CHF | 50,658 CHF | 14.38% | 14.38% |
11/12/2024 | 1.30% | 75.37 % | 76.37 % | 70,000 | 70,000 | 70,000 | 70,000 | 53,587 CHF | 54,287 CHF | 99.38% | 99.38% |
10/12/2024 | 1.30% | 76.73 % | 77.73 % | 70,000 | 70,000 | 70,000 | 70,000 | 53,552 CHF | 54,252 CHF | 100.00% | 100.00% |
09/12/2024 | 1.29% | 77.84 % | 78.84 % | 70,000 | 70,000 | 70,000 | 70,000 | 54,072 CHF | 54,772 CHF | 100.00% | 100.00% |
06/12/2024 | 1.31% | 76.07 % | 77.07 % | 70,000 | 70,000 | 70,000 | 70,000 | 53,080 CHF | 53,780 CHF | 100.00% | 100.00% |