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 | 0.93% | 85.29 % | 86.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,322 CHF | 215,322 CHF | 100.00% | 100.00% |
18/12/2024 | 0.93% | 85.38 % | 86.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,518 CHF | 215,518 CHF | 100.00% | 100.00% |
17/12/2024 | 0.93% | 85.59 % | 86.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,878 CHF | 215,878 CHF | 100.00% | 100.00% |
16/12/2024 | 0.93% | 85.58 % | 86.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,915 CHF | 215,915 CHF | 100.00% | 100.00% |
13/12/2024 | 0.93% | 85.56 % | 86.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,687 CHF | 215,687 CHF | 100.00% | 100.00% |
12/12/2024 | 0.93% | 85.38 % | 86.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,462 CHF | 215,462 CHF | 100.00% | 100.00% |
11/12/2024 | 0.93% | 85.29 % | 86.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,351 CHF | 215,351 CHF | 100.00% | 100.00% |
10/12/2024 | 0.93% | 85.28 % | 86.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,523 CHF | 215,523 CHF | 100.00% | 100.00% |
09/12/2024 | 0.93% | 85.53 % | 86.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,661 CHF | 215,661 CHF | 100.00% | 100.00% |
06/12/2024 | 0.93% | 85.47 % | 86.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 213,719 CHF | 215,719 CHF | 100.00% | 100.00% |