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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/12/2024 | 0.91% | 87.99 % | 88.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,945 CHF | 221,945 CHF | 98.75% | 98.75% |
23/12/2024 | 0.91% | 87.98 % | 88.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,869 CHF | 221,869 CHF | 100.00% | 100.00% |
20/12/2024 | 0.91% | 87.89 % | 88.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,563 CHF | 221,563 CHF | 100.00% | 100.00% |
19/12/2024 | 0.91% | 87.83 % | 88.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,586 CHF | 221,586 CHF | 100.00% | 100.00% |
18/12/2024 | 0.91% | 87.89 % | 88.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,756 CHF | 221,756 CHF | 100.00% | 100.00% |
17/12/2024 | 0.91% | 88.05 % | 88.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,976 CHF | 221,976 CHF | 100.00% | 100.00% |
16/12/2024 | 0.91% | 88.00 % | 88.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,928 CHF | 221,928 CHF | 100.00% | 100.00% |
13/12/2024 | 0.91% | 87.93 % | 88.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,749 CHF | 221,749 CHF | 100.00% | 100.00% |
12/12/2024 | 0.91% | 87.90 % | 88.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,684 CHF | 221,684 CHF | 100.00% | 100.00% |
11/12/2024 | 0.91% | 87.74 % | 88.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 219,419 CHF | 221,419 CHF | 100.00% | 100.00% |