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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.80% | 102.97 % | 103.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,370 CHF | 259,445 CHF | 98.70% | 98.70% |
27/12/2024 | 0.80% | 102.94 % | 103.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,126 CHF | 259,198 CHF | 98.93% | 98.93% |
23/12/2024 | 0.80% | 102.56 % | 103.38 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,303 CHF | 258,353 CHF | 100.00% | 100.00% |
20/12/2024 | 0.80% | 102.42 % | 103.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,114 CHF | 258,164 CHF | 100.00% | 100.00% |
19/12/2024 | 0.80% | 102.45 % | 103.27 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,350 CHF | 258,400 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 102.99 % | 103.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,502 CHF | 259,577 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 102.80 % | 103.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,870 CHF | 258,937 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 102.65 % | 103.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,766 CHF | 258,825 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 102.68 % | 103.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,827 CHF | 258,898 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 102.80 % | 103.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,923 CHF | 258,995 CHF | 100.00% | 100.00% |