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 | 1,00% | 56,70 % | 57,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 139 979 CHF | 141 383 CHF | 99,94% | 99,94% |
19/12/2024 | 1,00% | 56,41 % | 56,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 141 796 CHF | 143 221 CHF | 100,00% | 100,00% |
18/12/2024 | 1,00% | 57,46 % | 58,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 144 457 CHF | 145 907 CHF | 100,00% | 100,00% |
17/12/2024 | 1,00% | 57,70 % | 58,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 144 651 CHF | 146 102 CHF | 100,00% | 100,00% |
16/12/2024 | 1,00% | 57,86 % | 58,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 143 815 CHF | 145 262 CHF | 100,00% | 100,00% |
13/12/2024 | 1,00% | 58,56 % | 59,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 146 643 CHF | 148 119 CHF | 100,00% | 100,00% |
12/12/2024 | 1,00% | 58,01 % | 58,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 144 977 CHF | 146 429 CHF | 100,00% | 100,00% |
11/12/2024 | 1,00% | 58,49 % | 59,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 145 509 CHF | 146 971 CHF | 100,00% | 100,00% |
10/12/2024 | 1,00% | 59,18 % | 59,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 147 457 CHF | 148 933 CHF | 100,00% | 100,00% |
09/12/2024 | 1,00% | 59,23 % | 59,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 146 730 CHF | 148 207 CHF | 100,00% | 100,00% |