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 | 0.83% | 96.41 % | 97.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,136 CHF | 243,136 CHF | 100.00% | 100.00% |
18/12/2024 | 0.82% | 96.81 % | 97.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,208 CHF | 244,208 CHF | 100.00% | 100.00% |
17/12/2024 | 0.82% | 96.70 % | 97.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,644 CHF | 243,644 CHF | 100.00% | 100.00% |
16/12/2024 | 0.82% | 97.06 % | 97.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,138 CHF | 244,138 CHF | 100.00% | 100.00% |
13/12/2024 | 0.82% | 97.33 % | 98.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,267 CHF | 245,267 CHF | 100.00% | 100.00% |
12/12/2024 | 0.82% | 97.06 % | 97.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,488 CHF | 244,488 CHF | 100.00% | 100.00% |
11/12/2024 | 0.81% | 98.31 % | 99.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,105 CHF | 247,105 CHF | 100.00% | 100.00% |
10/12/2024 | 0.81% | 97.71 % | 98.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,610 CHF | 246,610 CHF | 100.00% | 100.00% |
09/12/2024 | 0.82% | 97.69 % | 98.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,391 CHF | 246,391 CHF | 100.00% | 100.00% |
06/12/2024 | 0.81% | 97.88 % | 98.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,906 CHF | 246,906 CHF | 100.00% | 100.00% |