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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,751 CHF | 496,751 CHF | 99.74% | 99.74% |
27/12/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,492 CHF | 496,492 CHF | 98.53% | 98.53% |
23/12/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,671 CHF | 493,671 CHF | 100.00% | 100.00% |
20/12/2024 | 0.82% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,693 CHF | 490,693 CHF | 94.45% | 94.45% |
19/12/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,143 CHF | 494,143 CHF | 99.23% | 99.23% |
18/12/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,490 CHF | 498,490 CHF | 98.39% | 98.39% |
17/12/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,236 CHF | 498,236 CHF | 99.87% | 99.87% |
16/12/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,118 CHF | 498,118 CHF | 100.00% | 100.00% |
13/12/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,251 CHF | 499,251 CHF | 100.00% | 100.00% |
12/12/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,442 CHF | 498,442 CHF | 97.55% | 97.55% |