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 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,985 CHF | 502,985 CHF | 99.52% | 99.52% |
18/12/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,712 CHF | 515,712 CHF | 100.00% | 100.00% |
17/12/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,543 CHF | 515,543 CHF | 100.00% | 100.00% |
16/12/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,649 CHF | 515,649 CHF | 100.00% | 100.00% |
13/12/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,059 CHF | 515,059 CHF | 100.00% | 100.00% |
12/12/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,484 CHF | 515,484 CHF | 100.00% | 100.00% |
11/12/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,266 CHF | 514,266 CHF | 98.62% | 98.62% |
10/12/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,840 CHF | 513,840 CHF | 100.00% | 100.00% |
09/12/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,833 CHF | 513,833 CHF | 99.11% | 99.11% |
06/12/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,970 CHF | 512,970 CHF | 97.21% | 97.21% |