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 | 0.81% | 96.97 % | 97.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,428 CHF | 247,428 CHF | 99.91% | 99.91% |
18/12/2024 | 0.80% | 99.59 % | 100.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,533 CHF | 251,533 CHF | 99.98% | 99.98% |
17/12/2024 | 0.80% | 99.94 % | 100.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,918 CHF | 254,945 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 101.73 % | 102.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,757 CHF | 256,804 CHF | 99.99% | 99.99% |
13/12/2024 | 0.80% | 100.44 % | 101.25 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,882 CHF | 252,904 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 100.09 % | 100.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 250,510 CHF | 252,522 CHF | 99.97% | 99.97% |
11/12/2024 | 0.81% | 99.73 % | 100.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,186 CHF | 248,186 CHF | 99.99% | 99.99% |
10/12/2024 | 0.81% | 96.84 % | 97.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 244,497 CHF | 246,497 CHF | 100.00% | 100.00% |