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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 1.12% | 77.95 % | 78.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 377,803 CHF | 382,053 CHF | 100.00% | 100.00% |
19/12/2024 | 1.02% | 76.65 % | 77.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 389,126 CHF | 393,126 CHF | 97.26% | 100.00% |
18/12/2024 | 0.91% | 81.65 % | 82.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,575 CHF | 412,325 CHF | 100.00% | 100.00% |
17/12/2024 | 0.91% | 81.90 % | 82.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,714 CHF | 414,464 CHF | 100.00% | 100.00% |
16/12/2024 | 0.91% | 82.05 % | 82.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,660 CHF | 413,410 CHF | 100.00% | 100.00% |
13/12/2024 | 0.89% | 81.65 % | 82.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,348 CHF | 421,098 CHF | 99.27% | 100.00% |
12/12/2024 | 0.91% | 83.05 % | 83.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,067 CHF | 414,817 CHF | 100.00% | 100.00% |
11/12/2024 | 0.91% | 81.60 % | 82.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,634 CHF | 414,384 CHF | 100.00% | 100.00% |
10/12/2024 | 0.89% | 82.55 % | 83.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,632 CHF | 422,382 CHF | 100.00% | 100.00% |
09/12/2024 | 0.88% | 84.20 % | 84.95 % | 500,000 | 500,000 | 499,985 | 500,000 | 425,016 CHF | 428,778 CHF | 100.00% | 100.00% |