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 | 3,48% | 102,48 % | 106,11 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 096 CHF | 156 448 CHF | 99,92% | 99,92% |
19/12/2024 | 3,48% | 101,86 % | 105,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 028 CHF | 159 482 CHF | 99,76% | 99,76% |
18/12/2024 | 3,48% | 103,32 % | 106,98 % | 150 000 | 150 000 | 150 000 | 150 000 | 155 193 CHF | 160 690 CHF | 100,00% | 100,00% |
17/12/2024 | 3,48% | 103,68 % | 107,35 % | 150 000 | 150 000 | 150 000 | 150 000 | 156 719 CHF | 162 270 CHF | 99,98% | 99,98% |
16/12/2024 | 3,48% | 104,85 % | 108,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 157 258 CHF | 162 826 CHF | 99,97% | 99,97% |
13/12/2024 | 3,48% | 103,99 % | 107,67 % | 150 000 | 150 000 | 150 000 | 150 000 | 156 013 CHF | 161 538 CHF | 100,00% | 100,00% |
12/12/2024 | 3,48% | 104,00 % | 107,68 % | 150 000 | 150 000 | 150 000 | 150 000 | 156 054 CHF | 161 582 CHF | 100,00% | 100,00% |
11/12/2024 | 3,48% | 103,63 % | 107,30 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 778 CHF | 160 259 CHF | 99,99% | 99,99% |
10/12/2024 | 3,48% | 102,32 % | 105,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 141 CHF | 159 598 CHF | 99,99% | 99,99% |
09/12/2024 | 3,48% | 102,65 % | 106,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 154 505 CHF | 159 979 CHF | 100,00% | 100,00% |