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 | 0.70% | 99.70 % | 100.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,841 CHF | 150,891 CHF | 99.79% | 99.79% |
18/12/2024 | 0.70% | 100.10 % | 100.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,195 CHF | 151,245 CHF | 96.58% | 96.58% |
17/12/2024 | 0.70% | 100.17 % | 100.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,227 CHF | 151,277 CHF | 98.47% | 98.47% |
16/12/2024 | 0.70% | 100.15 % | 100.85 % | 150,000 | 150,000 | 150,000 | 149,991 | 150,192 CHF | 151,233 CHF | 100.00% | 100.00% |
13/12/2024 | 0.70% | 100.13 % | 100.83 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,229 CHF | 151,279 CHF | 100.00% | 100.00% |
12/12/2024 | 0.70% | 100.16 % | 100.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,290 CHF | 151,340 CHF | 100.00% | 100.00% |
11/12/2024 | 0.70% | 100.14 % | 100.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,166 CHF | 151,216 CHF | 100.00% | 100.00% |
10/12/2024 | 0.70% | 100.08 % | 100.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,153 CHF | 151,203 CHF | 98.25% | 98.25% |
09/12/2024 | 0.70% | 100.14 % | 100.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,224 CHF | 151,274 CHF | 100.00% | 100.00% |
06/12/2024 | 0.70% | 100.16 % | 100.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 150,215 CHF | 151,265 CHF | 100.00% | 100.00% |