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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/01/2025 | 0.48% | 103.38 % | 103.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,303 CHF | 259,553 CHF | 100.00% | 100.00% |
30/12/2024 | 0.48% | 103.36 % | 103.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,384 CHF | 259,634 CHF | 94.33% | 94.33% |
27/12/2024 | 0.48% | 103.32 % | 103.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,846 CHF | 260,096 CHF | 98.41% | 98.41% |
23/12/2024 | 0.48% | 103.12 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,565 CHF | 259,815 CHF | 100.00% | 100.00% |
20/12/2024 | 0.49% | 103.13 % | 103.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,805 CHF | 258,055 CHF | 100.00% | 100.00% |
19/12/2024 | 0.49% | 102.94 % | 103.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,649 CHF | 257,899 CHF | 99.78% | 99.78% |
18/12/2024 | 0.48% | 103.57 % | 104.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,938 CHF | 260,188 CHF | 96.58% | 96.58% |
17/12/2024 | 0.48% | 103.58 % | 104.08 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,272 CHF | 260,522 CHF | 98.49% | 98.49% |
16/12/2024 | 0.46% | 108.06 % | 108.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,372 CHF | 271,622 CHF | 100.00% | 100.00% |
13/12/2024 | 0.46% | 108.12 % | 108.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 270,540 CHF | 271,790 CHF | 100.00% | 100.00% |