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% | 98.79 % | 99.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,463 CHF | 249,463 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 99.88 % | 100.68 % | 230,000 | 250,000 | 232,703 | 250,000 | 232,660 CHF | 251,953 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 100.30 % | 101.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,319 CHF | 252,325 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 100.21 % | 101.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,062 CHF | 252,062 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,461 CHF | 252,468 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,210 CHF | 252,213 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 99.91 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,386 CHF | 251,386 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,741 CHF | 251,741 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 100.10 % | 100.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,431 CHF | 252,439 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,750 CHF | 252,775 CHF | 100.00% | 100.00% |