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 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,761 CHF | 491,311 CHF | 100.00% | 100.00% |
18/12/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,065 CHF | 496,615 CHF | 100.00% | 100.00% |
17/12/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,969 CHF | 498,519 CHF | 100.00% | 100.00% |
16/12/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,340 CHF | 498,890 CHF | 100.00% | 100.00% |
13/12/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,173 CHF | 500,723 CHF | 100.00% | 100.00% |
12/12/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,995 CHF | 500,545 CHF | 100.00% | 100.00% |
11/12/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,666 CHF | 499,216 CHF | 99.59% | 99.59% |
10/12/2024 | 0.31% | 99.20 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,692 CHF | 498,242 CHF | 99.92% | 99.92% |
09/12/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,158 CHF | 499,708 CHF | 99.59% | 99.59% |
06/12/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,353 CHF | 499,903 CHF | 100.00% | 100.00% |