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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.80% | 108.76 % | 109.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,038 CHF | 274,218 CHF | 98.91% | 98.91% |
27/12/2024 | 0.80% | 108.84 % | 109.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 271,630 CHF | 273,805 CHF | 98.89% | 98.89% |
23/12/2024 | 0.80% | 108.23 % | 109.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,472 CHF | 272,647 CHF | 100.00% | 100.00% |
20/12/2024 | 0.80% | 107.88 % | 108.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,477 CHF | 270,630 CHF | 100.00% | 100.00% |
19/12/2024 | 0.80% | 107.94 % | 108.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,382 CHF | 272,557 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 109.26 % | 110.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,473 CHF | 275,673 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 109.80 % | 110.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,846 CHF | 276,046 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 109.59 % | 110.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,512 CHF | 275,712 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 109.53 % | 110.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,102 CHF | 276,302 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 109.54 % | 110.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 273,827 CHF | 276,027 CHF | 100.00% | 100.00% |