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 | 0.93% | 84.42 % | 85.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 214,267 CHF | 216,267 CHF | 99.90% | 99.90% |
18/12/2024 | 0.90% | 87.96 % | 88.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 220,024 CHF | 222,024 CHF | 99.99% | 99.99% |
17/12/2024 | 0.89% | 87.65 % | 88.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,793 CHF | 224,793 CHF | 99.92% | 99.92% |
16/12/2024 | 0.88% | 90.74 % | 91.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,002 CHF | 229,002 CHF | 99.99% | 99.99% |
13/12/2024 | 0.87% | 91.01 % | 91.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,917 CHF | 230,917 CHF | 100.00% | 100.00% |
12/12/2024 | 0.86% | 91.44 % | 92.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,504 CHF | 232,504 CHF | 99.99% | 99.99% |
11/12/2024 | 0.87% | 91.57 % | 92.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,051 CHF | 232,051 CHF | 100.00% | 100.00% |
10/12/2024 | 0.87% | 91.96 % | 92.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,328 CHF | 231,328 CHF | 100.00% | 100.00% |
09/12/2024 | 0.87% | 92.31 % | 93.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,194 CHF | 231,194 CHF | 99.97% | 99.97% |
06/12/2024 | 0.86% | 91.81 % | 92.61 % | 250,000 | 240,000 | 250,000 | 243,653 | 232,568 CHF | 228,627 CHF | 100.00% | 100.00% |