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 | 0.89% | 100.50 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,400 CHF | 98.23% | 98.23% |
18/12/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,500 CHF | 98.20% | 98.20% |
17/12/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,500 CHF | 100.00% | 100.00% |
16/12/2024 | 0.89% | 100.50 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,400 CHF | 99.73% | 99.73% |
13/12/2024 | 0.89% | 100.50 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,400 CHF | 99.87% | 99.87% |
12/12/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,500 CHF | 93.69% | 93.69% |
11/12/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,500 CHF | 97.55% | 97.55% |
10/12/2024 | 0.89% | 100.50 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,500 CHF | 101,400 CHF | 53.07% | 53.07% |
09/12/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,000 CHF | 101,000 CHF | 94.77% | 94.77% |
06/12/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,000 CHF | 101,000 CHF | 97.34% | 97.34% |