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 | 1.07% | 93.40 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,122 CHF | 471,122 CHF | 94.45% | 94.45% |
19/12/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,775 CHF | 473,775 CHF | 99.51% | 99.51% |
18/12/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,249 CHF | 478,249 CHF | 100.00% | 100.00% |
17/12/2024 | 1.05% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,236 CHF | 480,236 CHF | 100.00% | 100.00% |
16/12/2024 | 1.04% | 95.50 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,734 CHF | 482,734 CHF | 100.00% | 100.00% |
13/12/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,550 CHF | 485,550 CHF | 100.00% | 100.00% |
12/12/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,881 CHF | 485,881 CHF | 100.00% | 100.00% |
11/12/2024 | 1.03% | 96.20 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,577 CHF | 487,577 CHF | 98.58% | 98.58% |
10/12/2024 | 1.04% | 96.20 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,037 CHF | 485,037 CHF | 100.00% | 100.00% |
09/12/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,278 CHF | 488,278 CHF | 99.10% | 99.10% |