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 | 0.45% | 154.16 CHF | 154.84 CHF | 1,000 | 1,000 | 997 | 997 | 152,922 CHF | 153,607 CHF | 98.56% | 98.56% |
19/12/2024 | 0.65% | 154.00 CHF | 155.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 154,005 CHF | 155,005 CHF | 100.00% | 100.00% |
18/12/2024 | 0.64% | 154.00 CHF | 155.00 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 154,591 CHF | 155,591 CHF | 100.00% | 100.00% |