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 | 0.85% | 93.20 % | 94.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,648 CHF | 235,648 CHF | 99.98% | 99.98% |
18/12/2024 | 0.84% | 94.68 % | 95.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,131 CHF | 239,131 CHF | 100.00% | 100.00% |
17/12/2024 | 0.84% | 95.20 % | 96.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,416 CHF | 239,416 CHF | 100.00% | 100.00% |
16/12/2024 | 0.84% | 94.99 % | 95.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,092 CHF | 239,092 CHF | 100.00% | 100.00% |
13/12/2024 | 0.84% | 94.99 % | 95.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,900 CHF | 239,900 CHF | 100.00% | 100.00% |
12/12/2024 | 0.84% | 95.18 % | 95.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,880 CHF | 239,880 CHF | 100.00% | 100.00% |
11/12/2024 | 0.84% | 94.99 % | 95.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,134 CHF | 239,134 CHF | 100.00% | 100.00% |
10/12/2024 | 0.84% | 94.92 % | 95.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 237,820 CHF | 239,820 CHF | 100.00% | 100.00% |
09/12/2024 | 0.83% | 95.42 % | 96.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,884 CHF | 240,884 CHF | 100.00% | 100.00% |
06/12/2024 | 0.83% | 95.74 % | 96.54 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,345 CHF | 241,345 CHF | 100.00% | 100.00% |