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 | 0.98% | 101.38 % | 102.38 % | 70,000 | 70,000 | 70,000 | 70,000 | 70,891 CHF | 71,591 CHF | 99.84% | 99.84% |
18/12/2024 | 0.98% | 101.69 % | 102.69 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,206 CHF | 71,906 CHF | 100.00% | 100.00% |
17/12/2024 | 0.98% | 102.30 % | 103.30 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,442 CHF | 72,142 CHF | 100.00% | 100.00% |
16/12/2024 | 0.98% | 101.84 % | 102.84 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,267 CHF | 71,967 CHF | 100.00% | 100.00% |
13/12/2024 | 0.97% | 102.12 % | 103.12 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,493 CHF | 72,193 CHF | 100.00% | 100.00% |
12/12/2024 | 0.98% | 101.70 % | 102.70 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,133 CHF | 71,833 CHF | 99.52% | 99.52% |
11/12/2024 | 0.98% | 101.45 % | 102.45 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,000 CHF | 71,700 CHF | 99.38% | 99.38% |
10/12/2024 | 0.98% | 101.10 % | 102.10 % | 70,000 | 70,000 | 70,000 | 70,000 | 70,858 CHF | 71,558 CHF | 100.00% | 100.00% |
09/12/2024 | 0.98% | 101.63 % | 102.63 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,197 CHF | 71,897 CHF | 100.00% | 100.00% |
06/12/2024 | 0.98% | 101.73 % | 102.73 % | 70,000 | 70,000 | 70,000 | 70,000 | 71,174 CHF | 71,874 CHF | 100.00% | 100.00% |