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% | 66,26 % | 66,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 163 366 CHF | 165 010 CHF | 99,95% | 99,95% |
19/12/2024 | 1,00% | 65,85 % | 66,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 165 539 CHF | 167 206 CHF | 100,00% | 100,00% |
18/12/2024 | 1,00% | 67,11 % | 67,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 755 CHF | 170 453 CHF | 100,00% | 100,00% |
17/12/2024 | 1,00% | 67,45 % | 68,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 169 177 CHF | 170 877 CHF | 100,00% | 100,00% |
16/12/2024 | 1,00% | 67,77 % | 68,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 168 302 CHF | 169 995 CHF | 100,00% | 100,00% |
13/12/2024 | 1,00% | 68,41 % | 69,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 171 389 CHF | 173 116 CHF | 100,00% | 100,00% |
12/12/2024 | 1,00% | 68,14 % | 68,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 170 288 CHF | 171 999 CHF | 99,84% | 99,84% |
11/12/2024 | 1,00% | 68,56 % | 69,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 170 513 CHF | 172 225 CHF | 100,00% | 100,00% |
10/12/2024 | 1,00% | 69,25 % | 69,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 172 531 CHF | 174 264 CHF | 100,00% | 100,00% |
09/12/2024 | 1,00% | 69,19 % | 69,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 171 357 CHF | 173 083 CHF | 100,00% | 100,00% |