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 | 0,95% | 84,78 % | 85,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 401 CHF | 212 401 CHF | 99,75% | 99,75% |
19/12/2024 | 0,93% | 84,42 % | 85,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 267 CHF | 216 267 CHF | 99,90% | 99,90% |
18/12/2024 | 0,90% | 87,96 % | 88,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 024 CHF | 222 024 CHF | 99,99% | 99,99% |
17/12/2024 | 0,89% | 87,65 % | 88,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 793 CHF | 224 793 CHF | 99,92% | 99,92% |
16/12/2024 | 0,88% | 90,74 % | 91,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 002 CHF | 229 002 CHF | 99,99% | 99,99% |
13/12/2024 | 0,87% | 91,01 % | 91,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 917 CHF | 230 917 CHF | 100,00% | 100,00% |
12/12/2024 | 0,86% | 91,44 % | 92,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 504 CHF | 232 504 CHF | 99,99% | 99,99% |
11/12/2024 | 0,87% | 91,57 % | 92,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 051 CHF | 232 051 CHF | 100,00% | 100,00% |
10/12/2024 | 0,87% | 91,96 % | 92,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 328 CHF | 231 328 CHF | 100,00% | 100,00% |
09/12/2024 | 0,87% | 92,31 % | 93,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 194 CHF | 231 194 CHF | 99,97% | 99,97% |