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 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,615 CHF | 503,615 CHF | 94.46% | 94.46% |
19/12/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,977 CHF | 502,977 CHF | 100.00% | 100.00% |
18/12/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,399 CHF | 507,399 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,337 CHF | 504,337 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,761 CHF | 504,761 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,487 CHF | 504,487 CHF | 100.00% | 100.00% |
12/12/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,154 CHF | 505,154 CHF | 100.00% | 100.00% |
11/12/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,178 CHF | 515,178 CHF | 99.45% | 99.45% |
10/12/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,843 CHF | 512,843 CHF | 100.00% | 100.00% |
09/12/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,146 CHF | 515,146 CHF | 99.15% | 99.15% |