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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 1.00% | 56.70 % | 57.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 139,979 CHF | 141,383 CHF | 99.94% | 99.94% |
19/12/2024 | 1.00% | 56.41 % | 56.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 141,796 CHF | 143,221 CHF | 100.00% | 100.00% |
18/12/2024 | 1.00% | 57.46 % | 58.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,457 CHF | 145,907 CHF | 100.00% | 100.00% |
17/12/2024 | 1.00% | 57.70 % | 58.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,651 CHF | 146,102 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 57.86 % | 58.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 143,815 CHF | 145,262 CHF | 100.00% | 100.00% |
13/12/2024 | 1.00% | 58.56 % | 59.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,643 CHF | 148,119 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 58.01 % | 58.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,977 CHF | 146,429 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 58.49 % | 59.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 145,509 CHF | 146,971 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 59.18 % | 59.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,457 CHF | 148,933 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 59.23 % | 59.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 146,730 CHF | 148,207 CHF | 100.00% | 100.00% |