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 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,262 CHF | 500,762 CHF | 99.17% | 99.17% |
18/12/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,049 CHF | 502,549 CHF | 99.17% | 99.17% |
17/12/2024 | 0.50% | 100.05 % | 100.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,393 CHF | 502,893 CHF | 99.17% | 99.17% |
16/12/2024 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,261 CHF | 502,761 CHF | 99.17% | 99.17% |
13/12/2024 | 0.50% | 100.00 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,988 CHF | 502,488 CHF | 99.19% | 99.19% |
12/12/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,802 CHF | 502,302 CHF | 98.30% | 98.30% |
11/12/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,252 CHF | 501,752 CHF | 99.17% | 99.17% |
10/12/2024 | 0.50% | 99.90 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,507 CHF | 502,007 CHF | 99.17% | 99.17% |
09/12/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,672 CHF | 502,172 CHF | 99.17% | 99.17% |
06/12/2024 | 0.50% | 99.95 % | 100.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,615 CHF | 502,115 CHF | 98.58% | 98.58% |