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 | 0.81% | 98.50 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,227 CHF | 248,227 CHF | 100.00% | 100.00% |
18/12/2024 | 0.81% | 98.81 % | 99.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,179 CHF | 249,179 CHF | 100.00% | 100.00% |
17/12/2024 | 0.81% | 98.91 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,184 CHF | 249,184 CHF | 100.00% | 100.00% |
16/12/2024 | 0.81% | 98.78 % | 99.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,963 CHF | 248,963 CHF | 100.00% | 100.00% |
13/12/2024 | 0.81% | 98.81 % | 99.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,104 CHF | 249,104 CHF | 100.00% | 100.00% |
12/12/2024 | 0.81% | 98.89 % | 99.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,338 CHF | 249,338 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,747 CHF | 249,747 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 99.07 % | 99.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,739 CHF | 249,739 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,777 CHF | 249,777 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 99.12 % | 99.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,872 CHF | 249,872 CHF | 100.00% | 100.00% |