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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 1.51% | 98.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,361 CHF | 501,861 CHF | 95.22% | 95.22% |
20/12/2024 | 1.52% | 98.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,374 CHF | 497,874 CHF | 100.00% | 100.00% |
19/12/2024 | 1.51% | 98.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,162 CHF | 501,662 CHF | 100.00% | 100.00% |
18/12/2024 | 1.50% | 99.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,844 CHF | 505,344 CHF | 100.00% | 100.00% |
17/12/2024 | 1.50% | 99.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,834 CHF | 505,334 CHF | 100.00% | 100.00% |
16/12/2024 | 1.50% | 99.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,590 CHF | 505,090 CHF | 100.00% | 100.00% |
13/12/2024 | 1.49% | 99.55 % | 101.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,690 CHF | 506,190 CHF | 100.00% | 100.00% |
12/12/2024 | 1.49% | 99.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,252 CHF | 505,752 CHF | 100.00% | 100.00% |
11/12/2024 | 1.50% | 99.60 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,642 CHF | 505,142 CHF | 100.00% | 100.00% |
10/12/2024 | 1.50% | 99.40 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,376 CHF | 504,876 CHF | 100.00% | 100.00% |