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 | 0,89% | 89,76 % | 90,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 494 CHF | 224 494 CHF | 99,89% | 99,89% |
19/12/2024 | 0,89% | 89,27 % | 90,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 719 CHF | 226 719 CHF | 99,99% | 99,99% |
18/12/2024 | 0,86% | 91,40 % | 92,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 548 CHF | 232 548 CHF | 99,98% | 99,98% |
17/12/2024 | 0,87% | 92,08 % | 92,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 762 CHF | 231 762 CHF | 100,00% | 100,00% |
16/12/2024 | 0,80% | 98,49 % | 99,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 686 CHF | 250 686 CHF | 100,00% | 100,00% |
13/12/2024 | 0,80% | 99,41 % | 100,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 522 CHF | 252 538 CHF | 100,00% | 100,00% |
12/12/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 488 CHF | 255 526 CHF | 100,00% | 100,00% |
11/12/2024 | 0,80% | 100,98 % | 101,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 386 CHF | 255 420 CHF | 100,00% | 100,00% |
10/12/2024 | 0,80% | 101,64 % | 102,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 577 CHF | 255 613 CHF | 100,00% | 100,00% |
09/12/2024 | 0,80% | 101,95 % | 102,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 785 CHF | 255 822 CHF | 99,97% | 99,97% |