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 | 0.80% | 99.77 % | 100.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,510 CHF | 251,510 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,326 CHF | 252,326 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,374 CHF | 252,374 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 100.19 % | 100.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,429 CHF | 252,431 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 100.11 % | 100.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,385 CHF | 252,385 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,095 CHF | 252,095 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 100.00 % | 100.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,042 CHF | 252,042 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 100.02 % | 100.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,096 CHF | 252,096 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,100 CHF | 252,100 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 100.24 % | 101.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,530 CHF | 252,540 CHF | 100.00% | 100.00% |