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% | 98.52 % | 99.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,512 CHF | 248,512 CHF | 99.98% | 99.98% |
18/12/2024 | 0.80% | 99.57 % | 100.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,174 CHF | 251,174 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.69 % | 100.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,069 CHF | 251,069 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 99.43 % | 100.23 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,516 CHF | 250,516 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 99.53 % | 100.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,072 CHF | 251,072 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 99.52 % | 100.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,458 CHF | 250,458 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 99.16 % | 99.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,503 CHF | 249,503 CHF | 100.00% | 100.00% |
10/12/2024 | 0.81% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,232 CHF | 249,232 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.01 % | 99.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,297 CHF | 250,297 CHF | 100.00% | 100.00% |
06/12/2024 | 0.81% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,617 CHF | 248,617 CHF | 100.00% | 100.00% |