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% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,399 CHF | 500,399 CHF | 99.51% | 99.51% |
18/12/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,286 CHF | 502,286 CHF | 97.14% | 97.14% |
17/12/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,793 CHF | 502,793 CHF | 94.38% | 94.38% |
16/12/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,551 CHF | 502,551 CHF | 95.97% | 95.97% |
13/12/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,837 CHF | 502,837 CHF | 97.42% | 97.42% |
12/12/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,233 CHF | 502,233 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,931 CHF | 501,931 CHF | 98.64% | 98.64% |
10/12/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,395 CHF | 501,395 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,176 CHF | 502,176 CHF | 99.11% | 99.11% |
06/12/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,168 CHF | 502,168 CHF | 97.35% | 97.35% |