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 | 0.75% | 99.16 % | 99.91 % | 201,000 | 200,000 | 201,589 | 199,670 | 199,669 CHF | 199,266 CHF | 99.97% | 99.97% |
18/12/2024 | 0.75% | 98.99 % | 99.74 % | 202,000 | 200,000 | 201,811 | 200,000 | 199,796 CHF | 199,504 CHF | 99.98% | 99.98% |
17/12/2024 | 0.76% | 98.92 % | 99.67 % | 202,000 | 200,000 | 201,931 | 200,078 | 199,635 CHF | 199,304 CHF | 100.00% | 100.00% |
16/12/2024 | 0.75% | 99.10 % | 99.85 % | 201,000 | 200,000 | 201,266 | 200,000 | 199,259 CHF | 199,506 CHF | 100.00% | 100.00% |
13/12/2024 | 0.75% | 99.03 % | 99.78 % | 201,000 | 200,000 | 201,451 | 200,000 | 199,462 CHF | 199,525 CHF | 100.00% | 100.00% |
12/12/2024 | 0.76% | 98.90 % | 99.65 % | 202,000 | 200,000 | 201,627 | 200,000 | 199,499 CHF | 199,389 CHF | 100.00% | 100.00% |
11/12/2024 | 0.75% | 99.20 % | 99.95 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,221 CHF | 199,730 CHF | 100.00% | 100.00% |
10/12/2024 | 0.75% | 99.20 % | 99.95 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,392 CHF | 199,900 CHF | 100.00% | 100.00% |
09/12/2024 | 0.75% | 99.10 % | 99.85 % | 201,000 | 200,000 | 201,000 | 200,000 | 199,269 CHF | 199,778 CHF | 100.00% | 100.00% |
06/12/2024 | 0.75% | 99.01 % | 99.76 % | 201,000 | 200,000 | 201,057 | 199,942 | 199,142 CHF | 199,538 CHF | 100.00% | 100.00% |