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% | 100.10 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,463 CHF | 502,013 CHF | 99.51% | 99.51% |
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% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,819 CHF | 503,369 CHF | 100.00% | 100.00% |
16/12/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,631 CHF | 503,181 CHF | 100.00% | 100.00% |
13/12/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,922 CHF | 503,472 CHF | 100.00% | 100.00% |
12/12/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,972 CHF | 503,522 CHF | 100.00% | 100.00% |
11/12/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,504 CHF | 503,054 CHF | 98.62% | 98.62% |
10/12/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,499 CHF | 503,049 CHF | 99.92% | 99.92% |
09/12/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,972 CHF | 503,522 CHF | 99.60% | 99.60% |
06/12/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,516 CHF | 503,066 CHF | 100.00% | 100.00% |