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 | 0.86% | 91.66 % | 92.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,670 CHF | 233,670 CHF | 99.89% | 99.89% |
18/12/2024 | 0.83% | 96.29 % | 97.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,662 CHF | 241,662 CHF | 99.99% | 99.99% |
17/12/2024 | 0.84% | 95.04 % | 95.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,053 CHF | 240,053 CHF | 99.97% | 99.97% |
16/12/2024 | 0.85% | 93.70 % | 94.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,054 CHF | 235,054 CHF | 99.99% | 99.99% |
13/12/2024 | 0.85% | 93.14 % | 93.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,977 CHF | 234,977 CHF | 100.00% | 100.00% |
12/12/2024 | 0.87% | 92.95 % | 93.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,925 CHF | 231,925 CHF | 100.00% | 100.00% |
11/12/2024 | 0.87% | 91.72 % | 92.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,267 CHF | 230,267 CHF | 99.95% | 99.95% |
10/12/2024 | 0.87% | 90.53 % | 91.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 228,696 CHF | 230,696 CHF | 100.00% | 100.00% |
09/12/2024 | 0.87% | 91.85 % | 92.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,550 CHF | 231,550 CHF | 100.00% | 100.00% |
06/12/2024 | 0.87% | 91.71 % | 92.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,732 CHF | 231,732 CHF | 100.00% | 100.00% |