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% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,397 CHF | 502,397 CHF | 99.23% | 99.23% |
18/12/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,545 CHF | 503,545 CHF | 98.39% | 98.39% |
17/12/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,689 CHF | 501,689 CHF | 99.87% | 99.87% |
16/12/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,450 CHF | 504,450 CHF | 100.00% | 100.00% |
13/12/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,038 CHF | 507,038 CHF | 100.00% | 100.00% |
12/12/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,584 CHF | 508,584 CHF | 97.55% | 97.55% |
11/12/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,021 CHF | 506,021 CHF | 98.62% | 98.62% |
10/12/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,169 CHF | 504,169 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,160 CHF | 502,160 CHF | 99.11% | 99.11% |
06/12/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,581 CHF | 499,581 CHF | 96.33% | 96.33% |