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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0,87% | 91,63 % | 92,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 321 CHF | 231 321 CHF | 100,00% | 100,00% |
20/12/2024 | 0,89% | 91,35 % | 92,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 463 CHF | 226 463 CHF | 99,87% | 99,87% |
19/12/2024 | 0,86% | 91,66 % | 92,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 670 CHF | 233 670 CHF | 99,89% | 99,89% |
18/12/2024 | 0,83% | 96,29 % | 97,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 662 CHF | 241 662 CHF | 99,99% | 99,99% |
17/12/2024 | 0,84% | 95,04 % | 95,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 053 CHF | 240 053 CHF | 99,97% | 99,97% |
16/12/2024 | 0,85% | 93,70 % | 94,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 054 CHF | 235 054 CHF | 99,99% | 99,99% |
13/12/2024 | 0,85% | 93,14 % | 93,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 977 CHF | 234 977 CHF | 100,00% | 100,00% |
12/12/2024 | 0,87% | 92,95 % | 93,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 925 CHF | 231 925 CHF | 100,00% | 100,00% |
11/12/2024 | 0,87% | 91,72 % | 92,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 267 CHF | 230 267 CHF | 99,95% | 99,95% |
10/12/2024 | 0,87% | 90,53 % | 91,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 696 CHF | 230 696 CHF | 100,00% | 100,00% |