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 | 0.75% | 96.40 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,358 CHF | 97,084 CHF | 58.24% | 58.24% |
18/12/2024 | 0.75% | 97.90 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,227 CHF | 98,965 CHF | 85.25% | 85.25% |
17/12/2024 | 0.75% | 98.40 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,588 CHF | 99,332 CHF | 99.58% | 99.58% |
16/12/2024 | 0.75% | 98.75 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,873 CHF | 99,618 CHF | 100.00% | 100.00% |
13/12/2024 | 0.75% | 98.85 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,024 CHF | 99,771 CHF | 100.00% | 100.00% |
12/12/2024 | 0.75% | 98.95 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,877 CHF | 99,622 CHF | 96.13% | 96.13% |
11/12/2024 | 0.75% | 98.55 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,565 CHF | 99,309 CHF | 98.70% | 98.70% |
10/12/2024 | 0.75% | 98.35 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,520 CHF | 99,265 CHF | 100.00% | 100.00% |
09/12/2024 | 0.75% | 99.00 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,290 CHF | 100,036 CHF | 99.74% | 99.74% |
06/12/2024 | 0.75% | 99.25 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,430 CHF | 100,174 CHF | 99.40% | 99.40% |