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% | 104.76 % | 105.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,307 CHF | 264,407 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 105.78 % | 106.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,638 CHF | 266,763 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 106.19 % | 107.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,947 CHF | 267,072 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 106.03 % | 106.88 % | 200,000 | 250,000 | 200,696 | 250,000 | 212,472 CHF | 266,793 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 105.90 % | 106.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,001 CHF | 267,126 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 105.95 % | 106.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,845 CHF | 266,970 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 105.64 % | 106.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,987 CHF | 266,112 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 105.51 % | 106.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,260 CHF | 266,385 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 105.94 % | 106.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 264,908 CHF | 267,033 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 106.05 % | 106.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,156 CHF | 267,281 CHF | 100.00% | 100.00% |