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 | 0,79% | 95,49 % | 96,25 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 111 CHF | 57 563 CHF | 99,76% | 99,76% |
19/12/2024 | 0,79% | 95,73 % | 96,49 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 203 CHF | 57 658 CHF | 100,00% | 100,00% |
18/12/2024 | 0,79% | 95,93 % | 96,69 % | 60 000 | 60 000 | 59 900 | 60 000 | 57 508 CHF | 58 061 CHF | 100,00% | 100,00% |
17/12/2024 | 0,79% | 96,39 % | 97,15 % | 60 000 | 60 000 | 60 000 | 60 000 | 57 905 CHF | 58 365 CHF | 99,72% | 99,72% |
16/12/2024 | 0,79% | 97,00 % | 97,77 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 486 CHF | 58 949 CHF | 85,98% | 85,98% |
13/12/2024 | 0,79% | 97,91 % | 98,69 % | 60 000 | 60 000 | 60 000 | 60 000 | 58 935 CHF | 59 403 CHF | 100,00% | 100,00% |
12/12/2024 | 0,79% | 98,40 % | 99,18 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 084 CHF | 99 253 CHF | 100,00% | 100,00% |
11/12/2024 | 0,79% | 98,34 % | 99,12 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 220 CHF | 99 481 CHF | 100,00% | 100,00% |
10/12/2024 | 0,79% | 98,73 % | 99,51 % | 60 000 | 100 000 | 60 000 | 100 000 | 59 309 CHF | 99 629 CHF | 99,52% | 99,52% |
09/12/2024 | 0,79% | 98,92 % | 99,70 % | 60 000 | 100 000 | 48 525 | 100 000 | 47 833 CHF | 99 336 CHF | 100,00% | 100,00% |