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 | 0.80% | 101.89 % | 102.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,558 CHF | 256,608 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 101.85 % | 102.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,910 CHF | 256,960 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 102.03 % | 102.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,194 CHF | 257,244 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 102.16 % | 102.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,228 CHF | 257,278 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 102.04 % | 102.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,212 CHF | 257,262 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 102.22 % | 103.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,085 CHF | 258,135 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 102.59 % | 103.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,568 CHF | 257,616 CHF | 99.99% | 99.99% |
10/12/2024 | 0.80% | 101.90 % | 102.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,764 CHF | 256,814 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 101.81 % | 102.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,826 CHF | 256,876 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,685 CHF | 256,735 CHF | 100.00% | 100.00% |