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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.80% | 102.24 % | 103.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,754 CHF | 257,804 CHF | 98.73% | 98.73% |
27/12/2024 | 0.80% | 102.31 % | 103.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,534 CHF | 257,584 CHF | 98.46% | 98.46% |
23/12/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,997 CHF | 257,047 CHF | 100.00% | 100.00% |
20/12/2024 | 0.80% | 101.84 % | 102.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,945 CHF | 255,994 CHF | 100.00% | 100.00% |
19/12/2024 | 0.80% | 101.86 % | 102.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,905 CHF | 256,955 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 102.61 % | 103.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,483 CHF | 258,533 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 102.86 % | 103.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,718 CHF | 258,775 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 102.76 % | 103.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,574 CHF | 258,627 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 102.60 % | 103.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,669 CHF | 258,723 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 102.68 % | 103.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,549 CHF | 258,601 CHF | 99.82% | 99.82% |