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% | 99.31 % | 100.11 % | 500,000 | 250,000 | 500,000 | 250,000 | 496,795 CHF | 250,398 CHF | 100.00% | 100.00% |
18/12/2024 | 0.80% | 99.75 % | 100.55 % | 500,000 | 250,000 | 500,000 | 250,000 | 498,523 CHF | 251,262 CHF | 100.00% | 100.00% |
17/12/2024 | 0.80% | 99.66 % | 100.46 % | 500,000 | 250,000 | 500,000 | 250,000 | 498,342 CHF | 251,171 CHF | 100.00% | 100.00% |
16/12/2024 | 0.80% | 99.77 % | 100.57 % | 500,000 | 250,000 | 500,000 | 250,000 | 498,772 CHF | 251,386 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 99.63 % | 100.43 % | 500,000 | 250,000 | 500,000 | 250,000 | 498,545 CHF | 251,272 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 99.58 % | 100.38 % | 500,000 | 250,000 | 500,000 | 250,000 | 497,783 CHF | 250,892 CHF | 100.00% | 100.00% |
11/12/2024 | 0.80% | 99.53 % | 100.33 % | 500,000 | 250,000 | 500,000 | 250,000 | 497,389 CHF | 250,695 CHF | 100.00% | 100.00% |
10/12/2024 | 0.80% | 99.46 % | 100.26 % | 500,000 | 250,000 | 500,000 | 250,000 | 497,481 CHF | 250,741 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.56 % | 100.36 % | 500,000 | 250,000 | 500,000 | 250,000 | 497,633 CHF | 250,816 CHF | 100.00% | 100.00% |
06/12/2024 | 0.80% | 99.75 % | 100.55 % | 500,000 | 250,000 | 500,000 | 250,000 | 498,846 CHF | 251,423 CHF | 100.00% | 100.00% |