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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,657 CHF | 508,657 CHF | 94.46% | 94.46% |
19/12/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,393 CHF | 508,393 CHF | 100.00% | 100.00% |
18/12/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,674 CHF | 513,674 CHF | 100.00% | 100.00% |
17/12/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,315 CHF | 512,315 CHF | 100.00% | 100.00% |
16/12/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,934 CHF | 512,934 CHF | 100.00% | 100.00% |
13/12/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,771 CHF | 512,771 CHF | 100.00% | 100.00% |
12/12/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,195 CHF | 513,195 CHF | 100.00% | 100.00% |
11/12/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,748 CHF | 512,748 CHF | 98.64% | 98.64% |
10/12/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,864 CHF | 510,864 CHF | 100.00% | 100.00% |
09/12/2024 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,992 CHF | 512,992 CHF | 99.11% | 99.11% |