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 | 1,00% | 52,21 % | 52,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 132 511 CHF | 133 840 CHF | 99,83% | 99,83% |
18/12/2024 | 1,00% | 55,09 % | 55,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 137 818 CHF | 139 201 CHF | 99,98% | 99,98% |
17/12/2024 | 1,00% | 55,31 % | 55,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 139 127 CHF | 140 527 CHF | 99,94% | 99,94% |
16/12/2024 | 1,00% | 55,01 % | 55,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 136 930 CHF | 138 306 CHF | 100,00% | 100,00% |
13/12/2024 | 1,00% | 54,89 % | 55,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 139 689 CHF | 141 089 CHF | 100,00% | 100,00% |
12/12/2024 | 1,00% | 55,38 % | 55,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 136 006 CHF | 137 371 CHF | 99,98% | 99,98% |
11/12/2024 | 1,00% | 54,09 % | 54,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 136 587 CHF | 137 957 CHF | 99,97% | 99,97% |
10/12/2024 | 0,99% | 54,95 % | 55,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 139 682 CHF | 141 078 CHF | 100,00% | 100,00% |
09/12/2024 | 1,00% | 56,05 % | 56,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 141 661 CHF | 143 086 CHF | 100,00% | 100,00% |
06/12/2024 | 1,00% | 56,35 % | 56,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 142 149 CHF | 143 574 CHF | 99,99% | 99,99% |