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 | 0.86% | 92.73 % | 93.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,853 CHF | 233,853 CHF | 99.98% | 99.98% |
18/12/2024 | 0.85% | 93.47 % | 94.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,009 CHF | 235,009 CHF | 99.99% | 99.99% |
17/12/2024 | 0.85% | 93.10 % | 93.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,411 CHF | 235,411 CHF | 100.00% | 100.00% |
16/12/2024 | 0.85% | 92.66 % | 93.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,581 CHF | 235,581 CHF | 100.00% | 100.00% |
13/12/2024 | 0.84% | 94.83 % | 95.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,956 CHF | 238,956 CHF | 100.00% | 100.00% |
12/12/2024 | 0.84% | 94.59 % | 95.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,912 CHF | 238,912 CHF | 99.95% | 99.95% |
11/12/2024 | 0.84% | 94.67 % | 95.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,234 CHF | 238,234 CHF | 99.98% | 99.98% |
10/12/2024 | 0.84% | 94.87 % | 95.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,752 CHF | 238,752 CHF | 99.98% | 99.98% |
09/12/2024 | 0.83% | 95.30 % | 96.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,694 CHF | 240,694 CHF | 100.00% | 100.00% |
06/12/2024 | 0.85% | 94.48 % | 95.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,862 CHF | 236,862 CHF | 100.00% | 100.00% |