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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,192 CHF | 509,192 CHF | 99.77% | 99.77% |
27/12/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,054 CHF | 511,054 CHF | 98.91% | 98.91% |
23/12/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,579 CHF | 510,579 CHF | 100.00% | 100.00% |
20/12/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,810 CHF | 507,810 CHF | 94.45% | 94.45% |
19/12/2024 | 0.78% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,636 CHF | 511,636 CHF | 100.00% | 100.00% |
18/12/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,958 CHF | 517,958 CHF | 100.00% | 100.00% |
17/12/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,044 CHF | 518,044 CHF | 100.00% | 100.00% |
16/12/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,703 CHF | 517,703 CHF | 100.00% | 100.00% |
13/12/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,794 CHF | 517,794 CHF | 100.00% | 100.00% |
12/12/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,854 CHF | 519,854 CHF | 100.00% | 100.00% |