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 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,582 CHF | 502,131 CHF | 100.00% | 100.00% |
18/12/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 CHF | 503,050 CHF | 100.00% | 100.00% |
17/12/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,550 CHF | 100.00% | 100.00% |
16/12/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,928 CHF | 503,478 CHF | 100.00% | 100.00% |
13/12/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,550 CHF | 100.00% | 100.00% |
12/12/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,998 CHF | 503,548 CHF | 100.00% | 100.00% |
11/12/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,984 CHF | 503,534 CHF | 98.74% | 98.74% |
10/12/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,515 CHF | 503,065 CHF | 99.92% | 99.92% |
09/12/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,550 CHF | 99.60% | 99.60% |
06/12/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,000 CHF | 503,550 CHF | 100.00% | 100.00% |