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% | 105.84 % | 106.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 265,165 CHF | 267,290 CHF | 99.85% | 99.85% |
18/12/2024 | 0.80% | 106.98 % | 107.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,776 CHF | 269,926 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 107.42 % | 108.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,110 CHF | 270,260 CHF | 99.96% | 99.96% |
16/12/2024 | 0.80% | 107.26 % | 108.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,798 CHF | 269,948 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 107.20 % | 108.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,246 CHF | 270,396 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 107.24 % | 108.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,947 CHF | 270,097 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 106.91 % | 107.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,076 CHF | 269,226 CHF | 99.98% | 99.98% |
10/12/2024 | 0.80% | 106.82 % | 107.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 267,486 CHF | 269,636 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 107.22 % | 108.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,219 CHF | 270,369 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 107.30 % | 108.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,443 CHF | 270,593 CHF | 100.00% | 100.00% |