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 | 0.81% | 98.66 % | 99.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,427 CHF | 248,427 CHF | 100.00% | 100.00% |
20/12/2024 | 0.81% | 98.96 % | 99.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,538 CHF | 248,538 CHF | 100.00% | 100.00% |
19/12/2024 | 0.80% | 99.26 % | 100.06 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,685 CHF | 249,685 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 99.27 % | 100.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,634 CHF | 250,634 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.68 % | 100.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,447 CHF | 250,447 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,242 CHF | 252,248 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 100.60 % | 101.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,128 CHF | 254,153 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 101.21 % | 102.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,532 CHF | 254,557 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 100.05 % | 100.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,426 CHF | 252,434 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 100.06 % | 100.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,007 CHF | 252,008 CHF | 100.00% | 100.00% |