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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.80% | 101.50 % | 102.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,753 CHF | 255,798 CHF | 100.00% | 100.00% |
20/12/2024 | 0.80% | 101.49 % | 102.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,190 CHF | 255,217 CHF | 100.00% | 100.00% |
19/12/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,527 CHF | 255,553 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 101.68 % | 102.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,323 CHF | 256,373 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 101.71 % | 102.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,456 CHF | 256,506 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 101.74 % | 102.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,512 CHF | 256,562 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,176 CHF | 257,226 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 101.98 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,858 CHF | 256,908 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 102.01 % | 102.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,983 CHF | 257,033 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 101.95 % | 102.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,895 CHF | 256,945 CHF | 100.00% | 100.00% |