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 | 0.71% | 98.32 % | 99.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,097 CHF | 247,847 CHF | 99.80% | 99.80% |
18/12/2024 | 0.70% | 99.66 % | 100.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,769 CHF | 250,519 CHF | 96.59% | 96.59% |
17/12/2024 | 0.70% | 99.54 % | 100.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,260 CHF | 251,010 CHF | 98.47% | 98.47% |
16/12/2024 | 0.70% | 99.58 % | 100.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,219 CHF | 250,969 CHF | 100.00% | 100.00% |
13/12/2024 | 0.70% | 99.74 % | 100.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,547 CHF | 251,297 CHF | 100.00% | 100.00% |
12/12/2024 | 0.70% | 99.90 % | 100.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,684 CHF | 251,434 CHF | 100.00% | 100.00% |
11/12/2024 | 0.70% | 99.91 % | 100.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,396 CHF | 251,146 CHF | 100.00% | 100.00% |
10/12/2024 | 0.70% | 99.69 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,437 CHF | 251,187 CHF | 98.17% | 98.17% |
09/12/2024 | 0.70% | 99.98 % | 100.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,278 CHF | 252,028 CHF | 100.00% | 100.00% |
06/12/2024 | 0.70% | 100.19 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,244 CHF | 251,994 CHF | 100.00% | 100.00% |