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 | 3,48% | 87,37 % | 90,46 % | 250 000 | 225 000 | 250 000 | 244 413 | 221 145 CHF | 223 892 CHF | 99,96% | 99,96% |
20/12/2024 | 3,48% | 86,79 % | 89,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 209 CHF | 215 584 CHF | 99,53% | 99,53% |
19/12/2024 | 3,48% | 83,70 % | 86,66 % | 250 000 | 246 000 | 250 000 | 249 396 | 213 797 CHF | 220 840 CHF | 99,91% | 99,91% |
18/12/2024 | 3,48% | 86,71 % | 89,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 372 CHF | 226 106 CHF | 99,97% | 99,97% |
17/12/2024 | 3,48% | 87,96 % | 91,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 519 CHF | 231 436 CHF | 99,93% | 99,93% |
16/12/2024 | 3,48% | 90,18 % | 93,37 % | 250 000 | 235 000 | 250 000 | 237 997 | 224 539 CHF | 221 319 CHF | 99,94% | 99,94% |
13/12/2024 | 3,48% | 87,17 % | 90,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 992 CHF | 226 749 CHF | 100,00% | 100,00% |
12/12/2024 | 3,48% | 87,58 % | 90,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 401 CHF | 226 135 CHF | 99,97% | 99,97% |
11/12/2024 | 3,48% | 86,88 % | 89,96 % | 250 000 | 246 000 | 250 000 | 249 860 | 214 350 CHF | 221 816 CHF | 99,95% | 99,95% |
10/12/2024 | 3,48% | 84,02 % | 87,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 212 554 CHF | 220 083 CHF | 100,00% | 100,00% |