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% | 52.93 % | 53.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 129,159 CHF | 130,463 CHF | 99.92% | 99.92% |
19/12/2024 | 1.00% | 52.21 % | 52.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 132,511 CHF | 133,840 CHF | 99.83% | 99.83% |
18/12/2024 | 1.00% | 55.09 % | 55.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 137,818 CHF | 139,201 CHF | 99.98% | 99.98% |
17/12/2024 | 1.00% | 55.31 % | 55.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 139,127 CHF | 140,527 CHF | 99.94% | 99.94% |
16/12/2024 | 1.00% | 55.01 % | 55.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 136,930 CHF | 138,306 CHF | 100.00% | 100.00% |
13/12/2024 | 1.00% | 54.89 % | 55.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 139,689 CHF | 141,089 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 55.38 % | 55.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 136,006 CHF | 137,371 CHF | 99.98% | 99.98% |
11/12/2024 | 1.00% | 54.09 % | 54.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 136,587 CHF | 137,957 CHF | 99.97% | 99.97% |
10/12/2024 | 0.99% | 54.95 % | 55.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 139,682 CHF | 141,078 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 56.05 % | 56.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 141,661 CHF | 143,086 CHF | 100.00% | 100.00% |