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% | 99.23 % | 100.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,984 CHF | 249,984 CHF | 100.00% | 100.00% |
20/12/2024 | 0.81% | 98.91 % | 99.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,579 CHF | 248,579 CHF | 100.00% | 100.00% |
19/12/2024 | 0.80% | 99.12 % | 99.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,981 CHF | 249,981 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 99.76 % | 100.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,232 CHF | 251,232 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.67 % | 100.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,275 CHF | 251,275 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 99.75 % | 100.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,399 CHF | 251,399 CHF | 100.00% | 100.00% |