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 | 500,141 CHF | 504,141 CHF | 99.51% | 99.51% |
18/12/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,709 CHF | 505,709 CHF | 100.00% | 100.00% |
17/12/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,061 CHF | 506,061 CHF | 100.00% | 100.00% |
16/12/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,550 CHF | 506,550 CHF | 100.00% | 100.00% |
13/12/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,922 CHF | 506,922 CHF | 100.00% | 100.00% |
12/12/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,106 CHF | 506,106 CHF | 100.00% | 100.00% |
11/12/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,040 CHF | 506,040 CHF | 98.62% | 98.62% |
10/12/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,518 CHF | 505,518 CHF | 99.92% | 99.92% |
09/12/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,178 CHF | 507,178 CHF | 99.59% | 99.59% |
06/12/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 491,717 | 500,000 | 494,685 CHF | 507,018 CHF | 100.00% | 100.00% |