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% | 102.11 % | 105.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,479 CHF | 160,985 CHF | 99.77% | 99.77% |
18/12/2024 | 3.48% | 104.71 % | 108.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 157,634 CHF | 163,216 CHF | 100.00% | 100.00% |
17/12/2024 | 3.48% | 105.55 % | 109.29 % | 150,000 | 150,000 | 150,000 | 150,000 | 160,392 CHF | 166,073 CHF | 99.94% | 99.94% |
16/12/2024 | 3.48% | 107.63 % | 111.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 161,075 CHF | 166,780 CHF | 99.99% | 99.99% |
13/12/2024 | 3.48% | 105.68 % | 109.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 158,864 CHF | 164,489 CHF | 100.00% | 100.00% |
12/12/2024 | 3.48% | 106.18 % | 109.94 % | 150,000 | 150,000 | 150,000 | 150,000 | 159,353 CHF | 164,997 CHF | 99.97% | 99.97% |
11/12/2024 | 3.48% | 105.51 % | 109.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,624 CHF | 162,170 CHF | 100.00% | 100.00% |
10/12/2024 | 3.48% | 102.56 % | 106.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,185 CHF | 160,682 CHF | 100.00% | 100.00% |
09/12/2024 | 3.48% | 103.95 % | 107.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,251 CHF | 161,786 CHF | 100.00% | 100.00% |
06/12/2024 | 3.48% | 104.41 % | 108.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,599 CHF | 162,146 CHF | 99.98% | 99.98% |