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% | 104.15 % | 104.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,725 CHF | 262,825 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 104.94 % | 105.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,470 CHF | 264,570 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 105.23 % | 106.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,699 CHF | 264,802 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 105.13 % | 105.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,524 CHF | 264,624 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 104.99 % | 105.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,667 CHF | 264,767 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 105.06 % | 105.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,487 CHF | 264,587 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 104.79 % | 105.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,830 CHF | 263,930 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 104.72 % | 105.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,121 CHF | 264,221 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 105.01 % | 105.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,598 CHF | 264,698 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 105.03 % | 105.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,775 CHF | 264,875 CHF | 100.00% | 100.00% |