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 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,061 CHF | 502,561 CHF | 100.00% | 100.00% |
18/12/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,181 CHF | 505,681 CHF | 100.00% | 100.00% |
17/12/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,297 CHF | 506,797 CHF | 100.00% | 100.00% |
16/12/2024 | 0.30% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,463 CHF | 506,963 CHF | 100.00% | 100.00% |
13/12/2024 | 0.30% | 101.20 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,388 CHF | 507,888 CHF | 100.00% | 100.00% |
12/12/2024 | 0.30% | 101.30 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,296 CHF | 507,796 CHF | 100.00% | 100.00% |
11/12/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,419 CHF | 506,919 CHF | 98.74% | 98.74% |
10/12/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,609 CHF | 506,109 CHF | 99.92% | 99.92% |
09/12/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,850 CHF | 507,350 CHF | 99.60% | 99.60% |
06/12/2024 | 0.30% | 101.10 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,920 CHF | 507,420 CHF | 100.00% | 100.00% |