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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.50% | 100.04 % | 100.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,631 CHF | 251,881 CHF | 94.31% | 94.31% |
27/12/2024 | 0.50% | 100.21 % | 100.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,454 CHF | 251,704 CHF | 98.40% | 98.40% |
23/12/2024 | 0.50% | 99.41 % | 99.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,984 CHF | 250,234 CHF | 100.00% | 100.00% |
20/12/2024 | 0.51% | 99.01 % | 99.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,754 CHF | 247,004 CHF | 100.00% | 100.00% |
19/12/2024 | 0.50% | 99.47 % | 99.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,467 CHF | 250,717 CHF | 99.80% | 99.80% |
18/12/2024 | 0.50% | 100.09 % | 100.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,187 CHF | 251,437 CHF | 96.59% | 96.59% |
17/12/2024 | 0.50% | 99.91 % | 100.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,439 CHF | 250,689 CHF | 98.47% | 98.47% |
16/12/2024 | 0.50% | 99.65 % | 100.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,785 CHF | 250,035 CHF | 100.00% | 100.00% |
13/12/2024 | 0.50% | 99.58 % | 100.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,010 CHF | 251,260 CHF | 100.00% | 100.00% |
12/12/2024 | 0.50% | 100.17 % | 100.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,962 CHF | 252,212 CHF | 100.00% | 100.00% |