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% | 99.30 % | 100.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,442 CHF | 251,443 CHF | 99.94% | 99.94% |
18/12/2024 | 0.80% | 99.96 % | 100.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,944 CHF | 251,951 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.92 % | 100.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,001 CHF | 254,023 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 100.65 % | 101.46 % | 250,000 | 240,000 | 250,000 | 240,397 | 251,264 CHF | 243,553 CHF | 100.00% | 100.00% |
13/12/2024 | 0.81% | 98.58 % | 99.38 % | 250,000 | 235,000 | 250,000 | 246,641 | 246,222 CHF | 244,876 CHF | 100.00% | 100.00% |
12/12/2024 | 0.81% | 98.51 % | 99.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,554 CHF | 248,554 CHF | 99.98% | 99.98% |
11/12/2024 | 0.82% | 97.90 % | 98.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,485 CHF | 244,485 CHF | 99.98% | 99.98% |