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 | 0.90% | 88.90 % | 89.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 221,733 CHF | 223,733 CHF | 99.81% | 99.81% |
18/12/2024 | 0.90% | 88.74 % | 89.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 222,424 CHF | 224,424 CHF | 100.00% | 100.00% |
17/12/2024 | 0.88% | 91.26 % | 92.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,799 CHF | 227,799 CHF | 100.00% | 100.00% |
16/12/2024 | 0.88% | 90.01 % | 90.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,084 CHF | 227,084 CHF | 100.00% | 100.00% |
13/12/2024 | 0.87% | 91.02 % | 91.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,579 CHF | 229,579 CHF | 100.00% | 100.00% |
12/12/2024 | 0.87% | 90.93 % | 91.73 % | 240,000 | 250,000 | 249,118 | 250,000 | 226,873 CHF | 229,675 CHF | 99.94% | 99.94% |
11/12/2024 | 0.88% | 90.88 % | 91.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 227,164 CHF | 229,164 CHF | 99.96% | 99.96% |
10/12/2024 | 0.87% | 90.48 % | 91.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,460 CHF | 230,460 CHF | 100.00% | 100.00% |
09/12/2024 | 0.87% | 92.30 % | 93.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,777 CHF | 231,777 CHF | 100.00% | 100.00% |
06/12/2024 | 0.86% | 91.99 % | 92.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,981 CHF | 232,981 CHF | 100.00% | 100.00% |