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 | 0.56% | 106.62 % | 107.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,575 CHF | 268,075 CHF | 99.80% | 99.80% |
18/12/2024 | 0.56% | 106.63 % | 107.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,575 CHF | 268,075 CHF | 96.59% | 96.59% |
17/12/2024 | 0.56% | 106.60 % | 107.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,520 CHF | 268,020 CHF | 98.48% | 98.48% |
16/12/2024 | 0.56% | 106.60 % | 107.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,546 CHF | 268,046 CHF | 100.00% | 100.00% |
13/12/2024 | 0.56% | 106.62 % | 107.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,550 CHF | 268,050 CHF | 100.00% | 100.00% |
12/12/2024 | 0.56% | 106.62 % | 107.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,545 CHF | 268,045 CHF | 100.00% | 100.00% |
11/12/2024 | 0.56% | 106.59 % | 107.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,475 CHF | 267,975 CHF | 100.00% | 100.00% |
10/12/2024 | 0.56% | 106.57 % | 107.17 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,447 CHF | 267,947 CHF | 98.25% | 98.25% |
09/12/2024 | 0.56% | 106.59 % | 107.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,475 CHF | 267,975 CHF | 100.00% | 100.00% |
06/12/2024 | 0.56% | 106.58 % | 107.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 266,450 CHF | 267,950 CHF | 100.00% | 100.00% |