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% | 83.70 % | 86.66 % | 250,000 | 246,000 | 250,000 | 249,396 | 213,797 CHF | 220,840 CHF | 99.91% | 99.91% |
18/12/2024 | 3.48% | 86.71 % | 89.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,372 CHF | 226,106 CHF | 99.97% | 99.97% |
17/12/2024 | 3.48% | 87.96 % | 91.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,519 CHF | 231,436 CHF | 99.93% | 99.93% |
16/12/2024 | 3.48% | 90.18 % | 93.37 % | 250,000 | 235,000 | 250,000 | 237,997 | 224,539 CHF | 221,319 CHF | 99.94% | 99.94% |
13/12/2024 | 3.48% | 87.17 % | 90.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,992 CHF | 226,749 CHF | 100.00% | 100.00% |
12/12/2024 | 3.48% | 87.58 % | 90.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 218,401 CHF | 226,135 CHF | 99.97% | 99.97% |
11/12/2024 | 3.48% | 86.88 % | 89.96 % | 250,000 | 246,000 | 250,000 | 249,860 | 214,350 CHF | 221,816 CHF | 99.95% | 99.95% |
10/12/2024 | 3.48% | 84.02 % | 87.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 212,554 CHF | 220,083 CHF | 100.00% | 100.00% |
09/12/2024 | 3.48% | 85.40 % | 88.42 % | 250,000 | 240,000 | 250,000 | 249,786 | 214,822 CHF | 222,241 CHF | 99.99% | 99.99% |
06/12/2024 | 3.48% | 85.91 % | 88.95 % | 250,000 | 175,000 | 250,000 | 214,637 | 214,713 CHF | 190,846 CHF | 99.99% | 99.99% |