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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/12/2024 | 0.80% | 100.54 % | 101.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 251,213 CHF | 253,238 CHF | 98.82% | 98.82% |
23/12/2024 | 0.80% | 100.14 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,237 CHF | 252,239 CHF | 100.00% | 100.00% |
20/12/2024 | 0.80% | 99.95 % | 100.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,990 CHF | 250,990 CHF | 100.00% | 100.00% |
19/12/2024 | 0.80% | 99.78 % | 100.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,533 CHF | 251,533 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 100.20 % | 101.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,418 CHF | 252,423 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 100.14 % | 100.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,283 CHF | 252,283 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 100.17 % | 100.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,085 CHF | 252,085 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 100.08 % | 100.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,123 CHF | 252,123 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 100.03 % | 100.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,151 CHF | 252,155 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,157 CHF | 252,157 CHF | 100.00% | 100.00% |