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 | 0.83% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,894 CHF | 483,894 CHF | 94.45% | 94.45% |
19/12/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,131 CHF | 486,131 CHF | 99.51% | 99.51% |
18/12/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,137 CHF | 491,137 CHF | 100.00% | 100.00% |
17/12/2024 | 0.81% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,397 CHF | 493,397 CHF | 100.00% | 100.00% |
16/12/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,374 CHF | 493,374 CHF | 100.00% | 100.00% |
13/12/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,883 CHF | 497,883 CHF | 100.00% | 100.00% |
12/12/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,257 CHF | 496,257 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,014 CHF | 500,014 CHF | 98.61% | 98.61% |
10/12/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,801 CHF | 502,801 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,267 CHF | 503,267 CHF | 99.11% | 99.11% |