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 | 1,20% | 41,40 % | 41,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 103 848 CHF | 105 098 CHF | 99,94% | 99,94% |
19/12/2024 | 1,18% | 41,63 % | 42,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 105 454 CHF | 106 704 CHF | 99,86% | 99,86% |
18/12/2024 | 1,15% | 43,61 % | 44,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 107 997 CHF | 109 247 CHF | 96,97% | 96,97% |
17/12/2024 | 1,00% | 49,42 % | 49,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 126 744 CHF | 128 017 CHF | 100,00% | 100,00% |
16/12/2024 | 1,00% | 52,03 % | 52,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 127 993 CHF | 129 278 CHF | 100,00% | 100,00% |
13/12/2024 | 1,00% | 52,27 % | 52,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 133 659 CHF | 135 003 CHF | 100,00% | 100,00% |
12/12/2024 | 1,00% | 54,87 % | 55,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 135 743 CHF | 137 104 CHF | 100,00% | 100,00% |
11/12/2024 | 1,00% | 54,12 % | 54,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 134 364 CHF | 135 713 CHF | 100,00% | 100,00% |
10/12/2024 | 1,00% | 53,27 % | 53,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 134 144 CHF | 135 494 CHF | 100,00% | 100,00% |
09/12/2024 | 1,00% | 53,78 % | 54,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 134 972 CHF | 136 328 CHF | 100,00% | 100,00% |