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% | 103,14 % | 106,79 % | 150 000 | 150 000 | 150 000 | 150 000 | 150 450 CHF | 155 778 CHF | 99,83% | 99,83% |
19/12/2024 | 3,48% | 102,11 % | 105,73 % | 150 000 | 150 000 | 150 000 | 150 000 | 155 479 CHF | 160 985 CHF | 99,77% | 99,77% |
18/12/2024 | 3,48% | 104,71 % | 108,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 157 634 CHF | 163 216 CHF | 100,00% | 100,00% |
17/12/2024 | 3,48% | 105,55 % | 109,29 % | 150 000 | 150 000 | 150 000 | 150 000 | 160 392 CHF | 166 073 CHF | 99,94% | 99,94% |
16/12/2024 | 3,48% | 107,63 % | 111,44 % | 150 000 | 150 000 | 150 000 | 150 000 | 161 075 CHF | 166 780 CHF | 99,99% | 99,99% |
13/12/2024 | 3,48% | 105,68 % | 109,42 % | 150 000 | 150 000 | 150 000 | 150 000 | 158 864 CHF | 164 489 CHF | 100,00% | 100,00% |
12/12/2024 | 3,48% | 106,18 % | 109,94 % | 150 000 | 150 000 | 150 000 | 150 000 | 159 353 CHF | 164 997 CHF | 99,97% | 99,97% |
11/12/2024 | 3,48% | 105,51 % | 109,25 % | 150 000 | 150 000 | 150 000 | 150 000 | 156 624 CHF | 162 170 CHF | 100,00% | 100,00% |
10/12/2024 | 3,48% | 102,56 % | 106,19 % | 150 000 | 150 000 | 150 000 | 150 000 | 155 185 CHF | 160 682 CHF | 100,00% | 100,00% |
09/12/2024 | 3,48% | 103,95 % | 107,63 % | 150 000 | 150 000 | 150 000 | 150 000 | 156 251 CHF | 161 786 CHF | 100,00% | 100,00% |