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% | 71.36 % | 72.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 179,512 CHF | 181,315 CHF | 99.95% | 99.95% |
18/12/2024 | 1.00% | 71.30 % | 72.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 177,199 CHF | 178,979 CHF | 99.99% | 99.99% |
17/12/2024 | 1.00% | 70.03 % | 70.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,003 CHF | 176,760 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 69.59 % | 70.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,907 CHF | 176,665 CHF | 100.00% | 100.00% |
13/12/2024 | 1.00% | 71.95 % | 72.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 180,627 CHF | 182,440 CHF | 99.99% | 99.99% |
12/12/2024 | 1.00% | 70.45 % | 71.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,407 CHF | 177,173 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 69.73 % | 70.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,327 CHF | 176,077 CHF | 99.94% | 99.94% |
10/12/2024 | 1.00% | 69.39 % | 70.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 172,669 CHF | 174,403 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 67.99 % | 68.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 169,352 CHF | 171,053 CHF | 100.00% | 100.00% |
06/12/2024 | 1.00% | 66.59 % | 67.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,171 CHF | 168,850 CHF | 100.00% | 100.00% |