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% | 98.64 % | 99.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,360 CHF | 149,410 CHF | 99.79% | 99.79% |
18/12/2024 | 0.70% | 99.33 % | 100.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,023 CHF | 150,073 CHF | 96.58% | 96.58% |
17/12/2024 | 0.70% | 99.40 % | 100.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,065 CHF | 150,115 CHF | 98.47% | 98.47% |
16/12/2024 | 0.70% | 99.40 % | 100.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,030 CHF | 150,080 CHF | 100.00% | 100.00% |
13/12/2024 | 0.70% | 99.36 % | 100.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,104 CHF | 150,154 CHF | 100.00% | 100.00% |
12/12/2024 | 0.70% | 99.40 % | 100.10 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,191 CHF | 150,241 CHF | 100.00% | 100.00% |
11/12/2024 | 0.70% | 99.39 % | 100.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,026 CHF | 150,076 CHF | 100.00% | 100.00% |
10/12/2024 | 0.70% | 99.30 % | 100.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,023 CHF | 150,073 CHF | 98.26% | 98.26% |
09/12/2024 | 0.70% | 99.41 % | 100.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,170 CHF | 150,220 CHF | 100.00% | 100.00% |
06/12/2024 | 0.70% | 99.47 % | 100.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,160 CHF | 150,210 CHF | 100.00% | 100.00% |