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 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,414 CHF | 504,414 CHF | 99.51% | 99.51% |
18/12/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,185 CHF | 507,185 CHF | 97.14% | 97.14% |
17/12/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,223 CHF | 508,223 CHF | 94.38% | 94.38% |
16/12/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,265 CHF | 507,265 CHF | 95.97% | 95.97% |
13/12/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,552 CHF | 507,552 CHF | 97.42% | 97.42% |
12/12/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,002 CHF | 507,002 CHF | 100.00% | 100.00% |
11/12/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,301 CHF | 506,301 CHF | 98.72% | 98.72% |
10/12/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,929 CHF | 504,929 CHF | 100.00% | 100.00% |
09/12/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,444 CHF | 507,444 CHF | 99.11% | 99.11% |
06/12/2024 | 0.80% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,144 CHF | 505,144 CHF | 97.35% | 97.35% |