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% | 103,34 % | 107,00 % | 150 000 | 150 000 | 150 000 | 150 000 | 151 393 CHF | 156 755 CHF | 99,74% | 99,74% |
19/12/2024 | 3,48% | 102,44 % | 106,07 % | 150 000 | 150 000 | 150 000 | 150 000 | 155 555 CHF | 161 065 CHF | 99,99% | 99,99% |
18/12/2024 | 3,48% | 104,61 % | 108,31 % | 150 000 | 150 000 | 150 000 | 150 000 | 157 249 CHF | 162 819 CHF | 100,00% | 100,00% |
17/12/2024 | 3,48% | 105,21 % | 108,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 159 414 CHF | 165 060 CHF | 100,00% | 100,00% |
16/12/2024 | 3,48% | 106,78 % | 110,56 % | 150 000 | 150 000 | 150 000 | 150 000 | 160 040 CHF | 165 710 CHF | 100,00% | 100,00% |
13/12/2024 | 3,48% | 105,40 % | 109,13 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 238 CHF | 163 843 CHF | 100,00% | 100,00% |
12/12/2024 | 3,48% | 105,58 % | 109,32 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 410 CHF | 164 021 CHF | 99,98% | 99,98% |
11/12/2024 | 3,48% | 105,04 % | 108,76 % | 150 000 | 150 000 | 150 000 | 150 000 | 156 381 CHF | 161 921 CHF | 99,98% | 99,98% |
10/12/2024 | 3,48% | 102,83 % | 106,47 % | 150 000 | 150 000 | 150 000 | 150 000 | 155 340 CHF | 160 840 CHF | 100,00% | 100,00% |
09/12/2024 | 3,48% | 103,74 % | 107,41 % | 150 000 | 150 000 | 150 000 | 150 000 | 156 036 CHF | 161 562 CHF | 99,97% | 99,97% |