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 | 1,43% | 34,61 % | 35,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 86 814 CHF | 88 064 CHF | 100,00% | 100,00% |
19/12/2024 | 1,41% | 34,83 % | 35,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 88 051 CHF | 89 301 CHF | 95,14% | 95,14% |
18/12/2024 | 1,38% | 36,38 % | 36,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 90 104 CHF | 91 354 CHF | 97,60% | 97,60% |
17/12/2024 | 1,18% | 41,18 % | 41,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 105 561 CHF | 106 811 CHF | 100,00% | 100,00% |
16/12/2024 | 1,17% | 43,14 % | 43,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 106 361 CHF | 107 611 CHF | 100,00% | 100,00% |
13/12/2024 | 1,12% | 43,53 % | 44,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 111 389 CHF | 112 639 CHF | 99,99% | 99,99% |
12/12/2024 | 1,10% | 45,89 % | 46,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 113 364 CHF | 114 614 CHF | 99,99% | 99,99% |
11/12/2024 | 1,11% | 45,16 % | 45,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 111 960 CHF | 113 210 CHF | 100,00% | 100,00% |
10/12/2024 | 1,11% | 44,46 % | 44,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 111 998 CHF | 113 248 CHF | 100,00% | 100,00% |
09/12/2024 | 1,10% | 44,86 % | 45,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 112 599 CHF | 113 849 CHF | 99,98% | 99,98% |