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% | 102.44 % | 106.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,555 CHF | 161,065 CHF | 99.99% | 99.99% |
18/12/2024 | 3.48% | 104.61 % | 108.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 157,249 CHF | 162,819 CHF | 100.00% | 100.00% |
17/12/2024 | 3.48% | 105.21 % | 108.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 159,414 CHF | 165,060 CHF | 100.00% | 100.00% |
16/12/2024 | 3.48% | 106.78 % | 110.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 160,040 CHF | 165,710 CHF | 100.00% | 100.00% |
13/12/2024 | 3.48% | 105.40 % | 109.13 % | 150,000 | 150,000 | 150,000 | 150,000 | 158,238 CHF | 163,843 CHF | 100.00% | 100.00% |
12/12/2024 | 3.48% | 105.58 % | 109.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 158,410 CHF | 164,021 CHF | 99.98% | 99.98% |
11/12/2024 | 3.48% | 105.04 % | 108.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,381 CHF | 161,921 CHF | 99.98% | 99.98% |
10/12/2024 | 3.48% | 102.83 % | 106.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,340 CHF | 160,840 CHF | 100.00% | 100.00% |
09/12/2024 | 3.48% | 103.74 % | 107.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,036 CHF | 161,562 CHF | 99.97% | 99.97% |
06/12/2024 | 3.48% | 104.23 % | 107.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,255 CHF | 161,789 CHF | 99.99% | 99.99% |