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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 1.08% | 91.25 % | 92.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,709 CHF | 92,709 CHF | 94.61% | 94.61% |
27/12/2024 | 1.09% | 91.40 % | 92.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,999 CHF | 91,999 CHF | 98.71% | 98.71% |
23/12/2024 | 1.10% | 90.00 % | 91.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,143 CHF | 91,143 CHF | 96.70% | 96.70% |
20/12/2024 | 1.11% | 89.65 % | 90.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,254 CHF | 90,254 CHF | 89.57% | 89.57% |
19/12/2024 | 1.10% | 90.75 % | 91.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,564 CHF | 91,564 CHF | 99.05% | 99.05% |
18/12/2024 | 1.10% | 90.60 % | 91.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,805 CHF | 91,805 CHF | 99.84% | 99.84% |
17/12/2024 | 1.08% | 93.05 % | 94.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,228 CHF | 93,228 CHF | 99.16% | 99.16% |
16/12/2024 | 1.08% | 92.00 % | 93.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,910 CHF | 92,910 CHF | 98.73% | 98.73% |
13/12/2024 | 1.07% | 92.95 % | 93.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,901 CHF | 93,901 CHF | 98.67% | 98.67% |
12/12/2024 | 1.07% | 92.60 % | 93.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,988 CHF | 93,988 CHF | 99.19% | 99.19% |