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 | 1.13% | 44.84 % | 45.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 109,570 CHF | 110,820 CHF | 100.00% | 100.00% |
19/12/2024 | 1.10% | 44.17 % | 44.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 112,621 CHF | 113,871 CHF | 99.65% | 99.65% |
18/12/2024 | 1.06% | 46.82 % | 47.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 117,111 CHF | 118,361 CHF | 99.97% | 99.97% |
17/12/2024 | 1.05% | 47.21 % | 47.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,582 CHF | 119,832 CHF | 99.98% | 99.98% |
16/12/2024 | 1.07% | 46.90 % | 47.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 116,616 CHF | 117,866 CHF | 100.00% | 100.00% |
13/12/2024 | 1.05% | 46.63 % | 47.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,431 CHF | 119,681 CHF | 100.00% | 100.00% |
12/12/2024 | 1.08% | 46.96 % | 47.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 115,596 CHF | 116,846 CHF | 99.98% | 99.98% |
11/12/2024 | 1.07% | 46.04 % | 46.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 115,856 CHF | 117,106 CHF | 99.98% | 99.98% |
10/12/2024 | 1.05% | 46.69 % | 47.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,966 CHF | 120,216 CHF | 100.00% | 100.00% |
09/12/2024 | 1.04% | 47.75 % | 48.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 119,768 CHF | 121,018 CHF | 100.00% | 100.00% |