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 | 0.40% | 99.70 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 CHF | 100,100 CHF | 100.00% | 100.00% |
18/12/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 CHF | 100,100 CHF | 99.12% | 99.12% |
17/12/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 CHF | 100,100 CHF | 100.00% | 100.00% |
16/12/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 CHF | 100,100 CHF | 100.00% | 100.00% |
13/12/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 CHF | 100,100 CHF | 100.00% | 100.00% |
12/12/2024 | 0.45% | 99.70 % | 100.10 % | 500,000 | 100,000 | 481,236 | 96,247 | 479,770 CHF | 96,344 CHF | 96.95% | 96.95% |
11/12/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 498,500 CHF | 100,100 CHF | 99.43% | 99.43% |
10/12/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 100,000 | 499,786 | 99,957 | 498,286 CHF | 100,057 CHF | 100.00% | 100.00% |
09/12/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 499,805 | 99,961 | 498,734 CHF | 100,147 CHF | 100.00% | 100.00% |
06/12/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,000 CHF | 100,200 CHF | 100.00% | 100.00% |