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 | 0,74% | 94,71 % | 95,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 350 CHF | 237 100 CHF | 100,00% | 100,00% |
19/12/2024 | 0,74% | 94,67 % | 95,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 150 CHF | 238 900 CHF | 99,78% | 99,78% |
18/12/2024 | 0,73% | 95,42 % | 96,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 259 CHF | 240 009 CHF | 96,58% | 96,58% |
17/12/2024 | 0,73% | 95,01 % | 95,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 122 CHF | 239 872 CHF | 98,48% | 98,48% |
16/12/2024 | 0,72% | 96,94 % | 97,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 294 CHF | 244 044 CHF | 100,00% | 100,00% |
13/12/2024 | 0,73% | 95,16 % | 95,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 086 CHF | 239 836 CHF | 100,00% | 100,00% |
12/12/2024 | 0,72% | 95,48 % | 96,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 946 CHF | 242 696 CHF | 100,00% | 100,00% |
11/12/2024 | 0,73% | 95,16 % | 95,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 421 CHF | 240 171 CHF | 100,00% | 100,00% |
10/12/2024 | 0,73% | 95,74 % | 96,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 503 CHF | 240 253 CHF | 98,26% | 98,26% |
09/12/2024 | 0,73% | 94,73 % | 95,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 883 CHF | 239 633 CHF | 100,00% | 100,00% |