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 | 0.71% | 98.49 % | 99.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,134 CHF | 149,184 CHF | 99.80% | 99.80% |
18/12/2024 | 0.70% | 99.16 % | 99.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,790 CHF | 149,840 CHF | 96.59% | 96.59% |
17/12/2024 | 0.70% | 99.17 % | 99.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,769 CHF | 149,819 CHF | 98.49% | 98.49% |
16/12/2024 | 0.70% | 99.16 % | 99.86 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,775 CHF | 149,825 CHF | 100.00% | 100.00% |
13/12/2024 | 0.70% | 99.16 % | 99.86 % | 150,000 | 150,000 | 150,000 | 149,963 | 148,850 CHF | 149,863 CHF | 100.00% | 100.00% |
12/12/2024 | 0.70% | 99.18 % | 99.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,845 CHF | 149,895 CHF | 100.00% | 100.00% |
11/12/2024 | 0.70% | 99.42 % | 100.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,032 CHF | 150,082 CHF | 100.00% | 100.00% |
10/12/2024 | 0.70% | 99.37 % | 100.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,136 CHF | 150,186 CHF | 98.27% | 98.27% |
09/12/2024 | 0.70% | 99.44 % | 100.14 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,250 CHF | 150,300 CHF | 100.00% | 100.00% |
06/12/2024 | 0.70% | 99.47 % | 100.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,170 CHF | 150,220 CHF | 100.00% | 100.00% |