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 | 0.53% | 94.33 % | 94.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,749 CHF | 473,249 CHF | 98.21% | 98.21% |
20/12/2024 | 0.55% | 92.46 % | 92.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,592 CHF | 457,092 CHF | 100.00% | 100.00% |
19/12/2024 | 0.55% | 91.08 % | 91.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,337 CHF | 457,837 CHF | 99.81% | 99.81% |
18/12/2024 | 0.54% | 92.63 % | 93.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,064 CHF | 462,564 CHF | 96.59% | 96.59% |
17/12/2024 | 0.54% | 91.95 % | 92.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,767 CHF | 463,267 CHF | 97.41% | 97.41% |
16/12/2024 | 0.54% | 91.04 % | 91.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,824 CHF | 464,324 CHF | 100.00% | 100.00% |
13/12/2024 | 0.53% | 95.11 % | 95.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,522 CHF | 477,022 CHF | 100.00% | 100.00% |
12/12/2024 | 0.53% | 95.03 % | 95.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,697 CHF | 477,197 CHF | 99.22% | 99.22% |
11/12/2024 | 0.53% | 94.34 % | 94.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,610 CHF | 472,110 CHF | 100.00% | 100.00% |
10/12/2024 | 0.53% | 94.13 % | 94.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,514 CHF | 472,014 CHF | 98.26% | 98.26% |