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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.82% | 97.45 % | 98.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,968 CHF | 244,968 CHF | 100.00% | 100.00% |
20/12/2024 | 0.82% | 97.04 % | 97.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,573 CHF | 244,573 CHF | 100.00% | 100.00% |
19/12/2024 | 0.82% | 97.55 % | 98.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,026 CHF | 246,026 CHF | 100.00% | 100.00% |
18/12/2024 | 0.81% | 97.93 % | 98.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,988 CHF | 246,988 CHF | 100.00% | 100.00% |
17/12/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,330 CHF | 247,330 CHF | 100.00% | 100.00% |
16/12/2024 | 0.81% | 98.08 % | 98.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,176 CHF | 247,176 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 99.29 % | 100.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,644 CHF | 250,644 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 99.50 % | 100.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,944 CHF | 250,944 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,444 CHF | 250,444 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 99.35 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,717 CHF | 250,717 CHF | 100.00% | 100.00% |