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 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,336 CHF | 482,336 CHF | 99.52% | 99.52% |
18/12/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,747 CHF | 484,747 CHF | 100.00% | 100.00% |
17/12/2024 | 1.03% | 96.20 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,491 CHF | 486,491 CHF | 100.00% | 100.00% |
16/12/2024 | 1.02% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,417 CHF | 490,417 CHF | 99.57% | 99.57% |
13/12/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,904 CHF | 494,904 CHF | 100.00% | 100.00% |
12/12/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,122 CHF | 498,122 CHF | 100.00% | 100.00% |
11/12/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,894 CHF | 498,894 CHF | 98.65% | 98.65% |
10/12/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,224 CHF | 500,224 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,025 CHF | 500,025 CHF | 99.11% | 99.11% |
06/12/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,831 CHF | 500,831 CHF | 97.20% | 97.20% |