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 | 0.81% | 97.81 % | 98.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,634 CHF | 246,634 CHF | 100.00% | 100.00% |
18/12/2024 | 0.81% | 97.95 % | 98.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,089 CHF | 247,089 CHF | 100.00% | 100.00% |
17/12/2024 | 0.81% | 98.77 % | 99.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,118 CHF | 248,118 CHF | 100.00% | 100.00% |
16/12/2024 | 0.81% | 98.35 % | 99.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,846 CHF | 247,846 CHF | 100.00% | 100.00% |
13/12/2024 | 0.81% | 98.58 % | 99.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,372 CHF | 248,372 CHF | 100.00% | 100.00% |
12/12/2024 | 0.81% | 98.62 % | 99.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,702 CHF | 248,702 CHF | 99.99% | 99.99% |
11/12/2024 | 0.81% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,225 CHF | 249,225 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,494 CHF | 249,494 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 101.29 % | 102.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,965 CHF | 254,990 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 101.27 % | 102.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,385 CHF | 255,410 CHF | 100.00% | 100.00% |