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% | 98.48 % | 99.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,140 CHF | 149,190 CHF | 99.79% | 99.79% |
18/12/2024 | 0.70% | 99.18 % | 99.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,797 CHF | 149,847 CHF | 96.58% | 96.58% |
17/12/2024 | 0.70% | 99.28 % | 99.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,866 CHF | 149,916 CHF | 98.49% | 98.49% |
16/12/2024 | 0.70% | 99.23 % | 99.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,787 CHF | 149,837 CHF | 100.00% | 100.00% |
13/12/2024 | 0.70% | 99.22 % | 99.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,914 CHF | 149,964 CHF | 100.00% | 100.00% |
12/12/2024 | 0.70% | 99.28 % | 99.98 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,028 CHF | 150,078 CHF | 100.00% | 100.00% |
11/12/2024 | 0.70% | 99.25 % | 99.95 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,827 CHF | 149,877 CHF | 100.00% | 100.00% |
10/12/2024 | 0.70% | 99.18 % | 99.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,853 CHF | 149,903 CHF | 98.26% | 98.26% |
09/12/2024 | 0.70% | 99.30 % | 100.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 149,011 CHF | 150,061 CHF | 100.00% | 100.00% |
06/12/2024 | 0.70% | 99.36 % | 100.06 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,999 CHF | 150,049 CHF | 100.00% | 100.00% |