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 | 1.20% | 41.40 % | 41.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 103,848 CHF | 105,098 CHF | 99.94% | 99.94% |
19/12/2024 | 1.18% | 41.63 % | 42.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 105,454 CHF | 106,704 CHF | 99.86% | 99.86% |
18/12/2024 | 1.15% | 43.61 % | 44.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 107,997 CHF | 109,247 CHF | 96.97% | 96.97% |
17/12/2024 | 1.00% | 49.42 % | 49.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 126,744 CHF | 128,017 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 52.03 % | 52.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 127,993 CHF | 129,278 CHF | 100.00% | 100.00% |
13/12/2024 | 1.00% | 52.27 % | 52.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 133,659 CHF | 135,003 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 54.87 % | 55.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,743 CHF | 137,104 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 54.12 % | 54.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,364 CHF | 135,713 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 53.27 % | 53.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,144 CHF | 135,494 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 53.78 % | 54.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,972 CHF | 136,328 CHF | 100.00% | 100.00% |