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 | 0.82% | 97.31 % | 98.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,520 CHF | 245,520 CHF | 99.86% | 99.86% |
18/12/2024 | 0.81% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,487 CHF | 246,487 CHF | 100.00% | 100.00% |
17/12/2024 | 0.81% | 98.05 % | 98.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,824 CHF | 246,824 CHF | 100.00% | 100.00% |
16/12/2024 | 0.81% | 97.80 % | 98.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,547 CHF | 246,547 CHF | 100.00% | 100.00% |
13/12/2024 | 0.81% | 97.82 % | 98.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,769 CHF | 246,769 CHF | 100.00% | 100.00% |
12/12/2024 | 0.81% | 97.99 % | 98.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,287 CHF | 247,287 CHF | 100.00% | 100.00% |
11/12/2024 | 0.81% | 98.30 % | 99.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,901 CHF | 247,901 CHF | 100.00% | 100.00% |
10/12/2024 | 0.81% | 98.33 % | 99.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,012 CHF | 248,012 CHF | 100.00% | 100.00% |
09/12/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,243 CHF | 248,243 CHF | 100.00% | 100.00% |
06/12/2024 | 0.81% | 98.47 % | 99.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,406 CHF | 248,406 CHF | 100.00% | 100.00% |