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% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,689 CHF | 248,689 CHF | 99.95% | 99.95% |
18/12/2024 | 0.80% | 99.34 % | 100.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,511 CHF | 250,511 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.44 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,448 CHF | 250,448 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 99.18 % | 99.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,944 CHF | 249,944 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 99.32 % | 100.12 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,358 CHF | 250,358 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 99.13 % | 99.93 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,607 CHF | 249,607 CHF | 100.00% | 100.00% |
11/12/2024 | 0.81% | 99.04 % | 99.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,295 CHF | 249,295 CHF | 100.00% | 100.00% |
10/12/2024 | 0.81% | 98.88 % | 99.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,171 CHF | 249,171 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 98.92 % | 99.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,786 CHF | 249,786 CHF | 100.00% | 100.00% |
06/12/2024 | 0.81% | 98.90 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,008 CHF | 249,008 CHF | 100.00% | 100.00% |