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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,725 CHF | 490,725 CHF | 99.51% | 99.51% |
18/12/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,438 CHF | 496,438 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,276 CHF | 499,276 CHF | 100.00% | 100.00% |
16/12/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,570 CHF | 497,570 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,427 CHF | 501,427 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,422 CHF | 503,422 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,760 CHF | 500,760 CHF | 98.62% | 98.62% |
10/12/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,650 CHF | 502,650 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,133 CHF | 502,133 CHF | 99.11% | 99.11% |
06/12/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,230 CHF | 500,230 CHF | 97.20% | 97.20% |