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% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,914 CHF | 250,914 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,236 CHF | 251,236 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,287 CHF | 251,287 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,200 CHF | 251,200 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,904 CHF | 250,904 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 99.62 % | 100.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,911 CHF | 250,911 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 99.46 % | 100.26 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,747 CHF | 250,747 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 99.51 % | 100.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,032 CHF | 251,032 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,137 CHF | 251,137 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 99.72 % | 100.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,393 CHF | 251,393 CHF | 100.00% | 100.00% |