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 | 0,81% | 98,15 % | 98,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 033 CHF | 248 033 CHF | 100,00% | 100,00% |
20/12/2024 | 0,83% | 98,23 % | 99,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 117 CHF | 243 117 CHF | 99,80% | 99,80% |
19/12/2024 | 0,81% | 97,57 % | 98,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 176 CHF | 248 176 CHF | 99,85% | 99,85% |
18/12/2024 | 0,80% | 99,42 % | 100,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 719 CHF | 252 738 CHF | 100,00% | 100,00% |
17/12/2024 | 0,80% | 100,45 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 124 CHF | 254 146 CHF | 100,00% | 100,00% |
16/12/2024 | 0,80% | 100,58 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 251 CHF | 252 256 CHF | 100,00% | 100,00% |
13/12/2024 | 0,80% | 98,99 % | 99,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 591 CHF | 251 591 CHF | 100,00% | 100,00% |
12/12/2024 | 0,81% | 99,77 % | 100,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 255 CHF | 249 255 CHF | 99,99% | 99,99% |
11/12/2024 | 0,81% | 98,95 % | 99,75 % | 250 000 | 246 000 | 250 000 | 246 014 | 246 915 CHF | 244 947 CHF | 100,00% | 100,00% |
10/12/2024 | 0,80% | 99,15 % | 99,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 163 CHF | 251 163 CHF | 100,00% | 100,00% |