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 | 0.81% | 98.81 % | 99.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,928 CHF | 246,928 CHF | 99.64% | 99.64% |
30/12/2024 | 0.81% | 98.42 % | 99.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,054 CHF | 247,054 CHF | 98.57% | 98.57% |
27/12/2024 | 0.81% | 98.15 % | 98.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,824 CHF | 248,824 CHF | 98.59% | 98.59% |
23/12/2024 | 0.80% | 98.61 % | 99.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,722 CHF | 250,722 CHF | 100.00% | 100.00% |
20/12/2024 | 0.81% | 99.06 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,317 CHF | 247,317 CHF | 99.97% | 99.97% |
19/12/2024 | 0.81% | 97.57 % | 98.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,891 CHF | 247,891 CHF | 99.79% | 99.79% |
18/12/2024 | 0.80% | 99.49 % | 100.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,917 CHF | 250,917 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.39 % | 100.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,058 CHF | 251,058 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 99.71 % | 100.51 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,006 CHF | 252,006 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 99.88 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,977 CHF | 251,977 CHF | 100.00% | 100.00% |