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 | 0.50% | 100.20 % | 100.70 % | 750,000 | 750,000 | 750,000 | 750,000 | 754,136 CHF | 757,886 CHF | 99.81% | 99.81% |
18/12/2024 | 0.49% | 101.43 % | 101.93 % | 750,000 | 750,000 | 750,000 | 749,967 | 761,517 CHF | 765,233 CHF | 96.58% | 96.58% |
17/12/2024 | 0.49% | 101.58 % | 102.08 % | 750,000 | 750,000 | 750,000 | 750,000 | 761,775 CHF | 765,525 CHF | 98.47% | 98.47% |
16/12/2024 | 0.49% | 101.55 % | 102.05 % | 750,000 | 750,000 | 750,000 | 750,000 | 761,327 CHF | 765,077 CHF | 100.00% | 100.00% |
13/12/2024 | 0.49% | 101.47 % | 101.97 % | 750,000 | 750,000 | 750,000 | 750,000 | 762,117 CHF | 765,867 CHF | 100.00% | 100.00% |
12/12/2024 | 0.49% | 101.65 % | 102.15 % | 750,000 | 750,000 | 750,000 | 750,000 | 762,430 CHF | 766,180 CHF | 100.00% | 100.00% |
11/12/2024 | 0.49% | 101.64 % | 102.14 % | 750,000 | 750,000 | 750,000 | 750,000 | 761,580 CHF | 765,330 CHF | 100.00% | 100.00% |
10/12/2024 | 0.49% | 101.48 % | 101.98 % | 750,000 | 750,000 | 750,000 | 750,000 | 761,519 CHF | 765,269 CHF | 98.26% | 98.26% |
09/12/2024 | 0.49% | 101.67 % | 102.17 % | 750,000 | 750,000 | 750,000 | 750,000 | 763,125 CHF | 766,875 CHF | 100.00% | 100.00% |
06/12/2024 | 0.49% | 101.73 % | 102.23 % | 750,000 | 750,000 | 750,000 | 750,000 | 762,760 CHF | 766,510 CHF | 100.00% | 100.00% |