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% | 101.00 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,998 CHF | 506,498 CHF | 100.00% | 100.00% |
18/12/2024 | 0.29% | 101.50 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,888 CHF | 509,388 CHF | 100.00% | 100.00% |
17/12/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,047 CHF | 510,547 CHF | 100.00% | 100.00% |
16/12/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,112 CHF | 510,612 CHF | 100.00% | 100.00% |
13/12/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,917 CHF | 511,417 CHF | 100.00% | 100.00% |
12/12/2024 | 0.29% | 102.00 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,836 CHF | 511,336 CHF | 100.00% | 100.00% |
11/12/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,010 CHF | 510,510 CHF | 98.74% | 98.74% |
10/12/2024 | 0.29% | 101.60 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,242 CHF | 509,742 CHF | 99.92% | 99.92% |
09/12/2024 | 0.29% | 101.90 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,447 CHF | 510,947 CHF | 99.60% | 99.60% |
06/12/2024 | 0.29% | 101.80 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,373 CHF | 510,873 CHF | 100.00% | 100.00% |