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 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,910 CHF | 500,459 CHF | 99.51% | 99.51% |
18/12/2024 | 0.31% | 100.40 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,417 CHF | 503,967 CHF | 100.00% | 100.00% |
17/12/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,190 CHF | 504,740 CHF | 100.00% | 100.00% |
16/12/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,170 CHF | 504,720 CHF | 100.00% | 100.00% |
13/12/2024 | 0.31% | 100.80 % | 101.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,430 CHF | 505,980 CHF | 100.00% | 100.00% |
12/12/2024 | 0.31% | 101.00 % | 101.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,854 CHF | 506,404 CHF | 100.00% | 100.00% |
11/12/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,483 CHF | 505,033 CHF | 98.62% | 98.62% |
10/12/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,777 CHF | 504,327 CHF | 99.92% | 99.92% |
09/12/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,950 CHF | 505,500 CHF | 99.59% | 99.59% |
06/12/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,998 CHF | 505,548 CHF | 100.00% | 100.00% |