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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.48% | 105.11 % | 105.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 524,402 CHF | 526,902 CHF | 100.00% | 100.00% |
19/12/2024 | 0.47% | 105.26 % | 105.76 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,350 CHF | 528,850 CHF | 99.79% | 99.79% |
18/12/2024 | 0.47% | 105.75 % | 106.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,492 CHF | 530,992 CHF | 96.57% | 96.57% |
17/12/2024 | 0.47% | 105.57 % | 106.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,820 CHF | 530,320 CHF | 98.47% | 98.47% |
16/12/2024 | 0.47% | 105.46 % | 105.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,702 CHF | 530,202 CHF | 100.00% | 100.00% |
13/12/2024 | 0.47% | 105.38 % | 105.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,984 CHF | 529,484 CHF | 100.00% | 100.00% |
12/12/2024 | 0.47% | 105.42 % | 105.92 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,016 CHF | 529,516 CHF | 100.00% | 100.00% |
11/12/2024 | 0.47% | 105.33 % | 105.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 526,499 CHF | 528,999 CHF | 100.00% | 100.00% |
10/12/2024 | 0.47% | 105.33 % | 105.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,092 CHF | 529,592 CHF | 98.25% | 98.25% |
09/12/2024 | 0.47% | 105.31 % | 105.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,107 CHF | 529,607 CHF | 100.00% | 100.00% |