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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 1.00% | 53.44 % | 53.98 % | 50,000 | 250,000 | 50,000 | 250,000 | 26,734 CHF | 135,014 CHF | 98.60% | 98.60% |
27/12/2024 | 1.00% | 53.40 % | 53.94 % | 50,000 | 250,000 | 50,000 | 250,000 | 26,764 CHF | 135,167 CHF | 98.52% | 98.52% |
23/12/2024 | 1.00% | 53.70 % | 54.24 % | 50,000 | 250,000 | 241,254 | 250,000 | 131,381 CHF | 137,447 CHF | 100.00% | 100.00% |
20/12/2024 | 1.00% | 54.60 % | 55.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,768 CHF | 136,119 CHF | 99.95% | 99.95% |
19/12/2024 | 1.00% | 53.27 % | 53.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,770 CHF | 136,122 CHF | 99.94% | 99.94% |
18/12/2024 | 1.00% | 55.09 % | 55.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 140,039 CHF | 141,447 CHF | 100.00% | 100.00% |
17/12/2024 | 1.00% | 56.74 % | 57.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 143,347 CHF | 144,789 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 57.71 % | 58.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 143,697 CHF | 145,143 CHF | 100.00% | 100.00% |
13/12/2024 | 1.00% | 57.85 % | 58.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 145,616 CHF | 147,082 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 58.20 % | 58.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,302 CHF | 148,780 CHF | 99.97% | 99.97% |