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 | 3.48% | 101.86 % | 105.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,028 CHF | 159,482 CHF | 99.76% | 99.76% |
18/12/2024 | 3.48% | 103.32 % | 106.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,193 CHF | 160,690 CHF | 100.00% | 100.00% |
17/12/2024 | 3.48% | 103.68 % | 107.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,719 CHF | 162,270 CHF | 99.98% | 99.98% |
16/12/2024 | 3.48% | 104.85 % | 108.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 157,258 CHF | 162,826 CHF | 99.97% | 99.97% |
13/12/2024 | 3.48% | 103.99 % | 107.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,013 CHF | 161,538 CHF | 100.00% | 100.00% |
12/12/2024 | 3.48% | 104.00 % | 107.68 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,054 CHF | 161,582 CHF | 100.00% | 100.00% |
11/12/2024 | 3.48% | 103.63 % | 107.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,778 CHF | 160,259 CHF | 99.99% | 99.99% |
10/12/2024 | 3.48% | 102.32 % | 105.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,141 CHF | 159,598 CHF | 99.99% | 99.99% |
09/12/2024 | 3.48% | 102.65 % | 106.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,505 CHF | 159,979 CHF | 100.00% | 100.00% |
06/12/2024 | 3.48% | 103.19 % | 106.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,667 CHF | 160,144 CHF | 100.00% | 100.00% |