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 | 0.80% | 105.18 % | 106.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,216 CHF | 265,337 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 105.81 % | 106.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,703 CHF | 266,828 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 106.01 % | 106.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,820 CHF | 266,945 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 105.97 % | 106.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,669 CHF | 266,794 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 105.85 % | 106.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,873 CHF | 266,998 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 106.00 % | 106.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,851 CHF | 266,976 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 105.76 % | 106.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,404 CHF | 266,529 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 105.75 % | 106.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,601 CHF | 266,726 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 105.98 % | 106.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,001 CHF | 267,126 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 106.02 % | 106.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,089 CHF | 267,214 CHF | 100.00% | 100.00% |