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 | 0.50% | 100.35 % | 100.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,857 CHF | 505,357 CHF | 99.36% | 99.36% |
18/12/2024 | 0.49% | 101.40 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,590 CHF | 510,090 CHF | 99.37% | 99.37% |
17/12/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,443 CHF | 510,943 CHF | 99.38% | 99.38% |
16/12/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,067 CHF | 511,567 CHF | 99.38% | 99.38% |
13/12/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,399 CHF | 511,899 CHF | 99.37% | 99.37% |
12/12/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,317 CHF | 511,817 CHF | 99.37% | 99.37% |
11/12/2024 | 0.49% | 101.75 % | 102.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,748 CHF | 511,248 CHF | 99.36% | 99.36% |
10/12/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,497 CHF | 510,997 CHF | 99.37% | 99.37% |
09/12/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,325 CHF | 512,825 CHF | 99.37% | 99.37% |
06/12/2024 | 0.49% | 101.95 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,265 CHF | 512,765 CHF | 99.16% | 99.16% |