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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 1.00% | 60.91 % | 61.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 153,282 CHF | 154,823 CHF | 99.98% | 99.98% |
18/12/2024 | 1.00% | 60.92 % | 61.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 151,471 CHF | 152,995 CHF | 99.99% | 99.99% |
17/12/2024 | 1.00% | 59.89 % | 60.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 149,598 CHF | 151,098 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 59.47 % | 60.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 149,382 CHF | 150,886 CHF | 99.99% | 99.99% |
13/12/2024 | 1.00% | 61.26 % | 61.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 153,838 CHF | 155,386 CHF | 99.98% | 99.98% |
12/12/2024 | 1.00% | 60.11 % | 60.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 149,632 CHF | 151,132 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 59.51 % | 60.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,790 CHF | 150,290 CHF | 99.97% | 99.97% |
10/12/2024 | 1.00% | 59.20 % | 59.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 147,360 CHF | 148,837 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 58.13 % | 58.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,751 CHF | 146,203 CHF | 100.00% | 100.00% |
06/12/2024 | 1.00% | 56.97 % | 57.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 143,022 CHF | 144,459 CHF | 99.99% | 99.99% |