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% | 79.45 % | 82.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,530 CHF | 210,739 CHF | 99.95% | 99.95% |
18/12/2024 | 3.48% | 82.28 % | 85.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,127 CHF | 214,464 CHF | 99.99% | 99.99% |
17/12/2024 | 3.48% | 83.04 % | 85.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 210,644 CHF | 218,103 CHF | 99.98% | 99.98% |
16/12/2024 | 3.48% | 83.30 % | 86.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 208,250 CHF | 215,625 CHF | 86.31% | 86.31% |
13/12/2024 | 3.48% | 82.00 % | 84.90 % | 250,000 | 244,000 | 250,000 | 249,694 | 205,957 CHF | 212,991 CHF | 99.98% | 99.98% |
12/12/2024 | 3.48% | 82.93 % | 85.87 % | 250,000 | 240,000 | 250,000 | 240,978 | 206,883 CHF | 206,479 CHF | 99.99% | 99.99% |
11/12/2024 | 3.48% | 80.01 % | 82.84 % | 250,000 | 246,000 | 250,000 | 249,855 | 200,025 CHF | 206,980 CHF | 98.55% | 98.55% |
10/12/2024 | 3.48% | 78.73 % | 81.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,224 CHF | 206,280 CHF | 100.00% | 100.00% |
09/12/2024 | 3.48% | 79.94 % | 82.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 200,586 CHF | 207,688 CHF | 100.00% | 100.00% |
06/12/2024 | 3.48% | 80.28 % | 83.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,767 CHF | 206,842 CHF | 99.98% | 99.98% |