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 | 0.75% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,196 CHF | 101,953 CHF | 56.63% | 56.63% |
18/12/2024 | 0.74% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,448 CHF | 102,200 CHF | 84.97% | 84.97% |
17/12/2024 | 0.72% | 101.50 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,228 CHF | 99.58% | 99.58% |
16/12/2024 | 0.75% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,269 CHF | 100.00% | 100.00% |
13/12/2024 | 0.75% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,539 CHF | 102,300 CHF | 100.00% | 100.00% |
12/12/2024 | 0.79% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,300 CHF | 94.80% | 94.80% |
11/12/2024 | 0.77% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,500 CHF | 102,288 CHF | 96.94% | 96.94% |
10/12/2024 | 0.70% | 101.40 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,488 CHF | 102,205 CHF | 99.58% | 99.58% |
09/12/2024 | 0.73% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,527 CHF | 102,267 CHF | 96.36% | 96.36% |
06/12/2024 | 0.73% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,587 CHF | 102,327 CHF | 98.01% | 98.01% |