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% | 64.86 % | 65.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 160,265 CHF | 161,872 CHF | 100.00% | 100.00% |
19/12/2024 | 1.00% | 64.53 % | 65.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 162,171 CHF | 163,799 CHF | 99.80% | 99.80% |
18/12/2024 | 1.00% | 65.69 % | 66.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,151 CHF | 166,811 CHF | 100.00% | 100.00% |
17/12/2024 | 1.00% | 66.02 % | 66.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 165,496 CHF | 167,159 CHF | 100.00% | 100.00% |
16/12/2024 | 1.00% | 66.29 % | 66.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 164,697 CHF | 166,351 CHF | 100.00% | 100.00% |
13/12/2024 | 1.00% | 66.96 % | 67.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,716 CHF | 169,398 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 66.49 % | 67.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,188 CHF | 167,862 CHF | 100.00% | 100.00% |
11/12/2024 | 1.00% | 66.96 % | 67.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,537 CHF | 168,211 CHF | 100.00% | 100.00% |
10/12/2024 | 1.00% | 67.54 % | 68.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 168,326 CHF | 170,023 CHF | 100.00% | 100.00% |
09/12/2024 | 1.00% | 67.55 % | 68.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 167,461 CHF | 169,142 CHF | 100.00% | 100.00% |