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 | 0.71% | 97.63 % | 98.33 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,073 CHF | 148,123 CHF | 99.80% | 99.80% |
18/12/2024 | 0.71% | 98.55 % | 99.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,842 CHF | 148,892 CHF | 96.59% | 96.59% |
17/12/2024 | 0.71% | 98.54 % | 99.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,849 CHF | 148,899 CHF | 79.98% | 80.06% |
16/12/2024 | 0.71% | 98.60 % | 99.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,872 CHF | 148,922 CHF | 100.00% | 100.00% |
13/12/2024 | 0.71% | 98.46 % | 99.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,900 CHF | 148,950 CHF | 100.00% | 100.00% |
12/12/2024 | 0.71% | 98.55 % | 99.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,872 CHF | 148,922 CHF | 100.00% | 100.00% |
11/12/2024 | 0.71% | 98.61 % | 99.31 % | 150,000 | 150,000 | 150,000 | 149,958 | 147,709 CHF | 148,718 CHF | 100.00% | 100.00% |
10/12/2024 | 0.71% | 98.80 % | 99.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,299 CHF | 149,349 CHF | 98.25% | 98.25% |
09/12/2024 | 0.70% | 98.92 % | 99.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,446 CHF | 149,496 CHF | 100.00% | 100.00% |
06/12/2024 | 0.71% | 98.85 % | 99.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,190 CHF | 149,240 CHF | 100.00% | 100.00% |