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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 1,10% | 44,17 % | 44,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 112 621 CHF | 113 871 CHF | 99,65% | 99,65% |
18/12/2024 | 1,06% | 46,82 % | 47,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 117 111 CHF | 118 361 CHF | 99,97% | 99,97% |
17/12/2024 | 1,05% | 47,21 % | 47,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 118 582 CHF | 119 832 CHF | 99,98% | 99,98% |
16/12/2024 | 1,07% | 46,90 % | 47,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 116 616 CHF | 117 866 CHF | 100,00% | 100,00% |
13/12/2024 | 1,05% | 46,63 % | 47,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 118 431 CHF | 119 681 CHF | 100,00% | 100,00% |
12/12/2024 | 1,08% | 46,96 % | 47,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 115 596 CHF | 116 846 CHF | 99,98% | 99,98% |
11/12/2024 | 1,07% | 46,04 % | 46,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 115 856 CHF | 117 106 CHF | 99,98% | 99,98% |
10/12/2024 | 1,05% | 46,69 % | 47,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 118 966 CHF | 120 216 CHF | 100,00% | 100,00% |
09/12/2024 | 1,04% | 47,75 % | 48,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 119 768 CHF | 121 018 CHF | 100,00% | 100,00% |
06/12/2024 | 1,03% | 47,62 % | 48,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 120 468 CHF | 121 718 CHF | 100,00% | 100,00% |