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 | 1.43% | 34.61 % | 35.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 86,814 CHF | 88,064 CHF | 100.00% | 100.00% |
19/12/2024 | 1.41% | 34.83 % | 35.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 88,051 CHF | 89,301 CHF | 95.14% | 95.14% |
18/12/2024 | 1.38% | 36.38 % | 36.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 90,104 CHF | 91,354 CHF | 97.60% | 97.60% |
17/12/2024 | 1.18% | 41.18 % | 41.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 105,561 CHF | 106,811 CHF | 100.00% | 100.00% |
16/12/2024 | 1.17% | 43.14 % | 43.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 106,361 CHF | 107,611 CHF | 100.00% | 100.00% |
13/12/2024 | 1.12% | 43.53 % | 44.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 111,389 CHF | 112,639 CHF | 99.99% | 99.99% |
12/12/2024 | 1.10% | 45.89 % | 46.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 113,364 CHF | 114,614 CHF | 99.99% | 99.99% |
11/12/2024 | 1.11% | 45.16 % | 45.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 111,960 CHF | 113,210 CHF | 100.00% | 100.00% |
10/12/2024 | 1.11% | 44.46 % | 44.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 111,998 CHF | 113,248 CHF | 100.00% | 100.00% |
09/12/2024 | 1.10% | 44.86 % | 45.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 112,599 CHF | 113,849 CHF | 99.98% | 99.98% |