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% | 66.26 % | 66.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 163,366 CHF | 165,010 CHF | 99.95% | 99.95% |
19/12/2024 | 1.00% | 65.85 % | 66.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,539 CHF | 167,206 CHF | 100.00% | 100.00% |
18/12/2024 | 1.00% | 67.11 % | 67.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,755 CHF | 170,453 CHF | 100.00% | 100.00% |
17/12/2024 | 1.00% | 67.45 % | 68.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,177 CHF | 170,877 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 67.77 % | 68.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,302 CHF | 169,995 CHF | 100.00% | 100.00% |
13/12/2024 | 1.00% | 68.41 % | 69.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 171,389 CHF | 173,116 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 68.14 % | 68.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 170,288 CHF | 171,999 CHF | 99.84% | 99.84% |
11/12/2024 | 1.00% | 68.56 % | 69.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 170,513 CHF | 172,225 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 69.25 % | 69.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 172,531 CHF | 174,264 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 69.19 % | 69.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 171,357 CHF | 173,083 CHF | 100.00% | 100.00% |