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 | 0.30% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,275 CHF | 499,775 CHF | 100.00% | 100.00% |
18/12/2024 | 0.30% | 100.20 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,727 CHF | 503,227 CHF | 100.00% | 100.00% |
17/12/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,867 CHF | 504,367 CHF | 100.00% | 100.00% |
16/12/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,601 CHF | 504,101 CHF | 100.00% | 100.00% |
13/12/2024 | 0.30% | 100.80 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,199 CHF | 505,699 CHF | 100.00% | 100.00% |
12/12/2024 | 0.30% | 100.90 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,185 CHF | 505,685 CHF | 100.00% | 100.00% |
11/12/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,151 CHF | 504,651 CHF | 98.63% | 98.63% |
10/12/2024 | 0.30% | 100.40 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,350 CHF | 503,850 CHF | 99.92% | 99.92% |
09/12/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,644 CHF | 505,144 CHF | 99.60% | 99.60% |
06/12/2024 | 0.30% | 100.70 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,712 CHF | 505,212 CHF | 100.00% | 100.00% |