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 | 0.75% | 96.75 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,668 CHF | 97,398 CHF | 58.10% | 58.10% |
18/12/2024 | 0.75% | 98.25 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,538 CHF | 99,281 CHF | 85.32% | 85.32% |
17/12/2024 | 0.75% | 98.75 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,909 CHF | 99,654 CHF | 99.58% | 99.58% |
16/12/2024 | 0.75% | 99.05 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,189 CHF | 99,939 CHF | 100.00% | 100.00% |
13/12/2024 | 0.75% | 99.15 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,342 CHF | 100,094 CHF | 100.00% | 100.00% |
12/12/2024 | 0.75% | 99.25 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,196 CHF | 99,943 CHF | 96.15% | 96.15% |
11/12/2024 | 0.75% | 98.90 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,911 CHF | 99,658 CHF | 98.70% | 98.70% |
10/12/2024 | 0.75% | 98.75 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,888 CHF | 99,633 CHF | 100.00% | 100.00% |
09/12/2024 | 0.74% | 99.40 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,680 CHF | 100,425 CHF | 99.74% | 99.74% |
06/12/2024 | 0.75% | 99.60 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,793 CHF | 100,542 CHF | 99.40% | 99.40% |