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% | 77.17 % | 77.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,643 CHF | 192,559 CHF | 99.95% | 99.95% |
19/12/2024 | 1.00% | 76.75 % | 77.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 192,744 CHF | 194,683 CHF | 100.00% | 100.00% |
18/12/2024 | 1.00% | 77.76 % | 78.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,584 CHF | 197,550 CHF | 99.99% | 99.99% |
17/12/2024 | 1.00% | 78.41 % | 79.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,468 CHF | 198,443 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 79.00 % | 79.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,200 CHF | 198,172 CHF | 99.99% | 99.99% |
13/12/2024 | 1.00% | 79.44 % | 80.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,070 CHF | 201,070 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 79.52 % | 80.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,829 CHF | 200,827 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 79.65 % | 80.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,197 CHF | 200,189 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 80.12 % | 80.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,682 CHF | 201,682 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 80.09 % | 80.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,532 CHF | 200,524 CHF | 100.00% | 100.00% |