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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.79% | 95.40 % | 96.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,599 CHF | 477,349 CHF | 100.00% | 100.00% |
19/12/2024 | 0.78% | 95.70 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,089 CHF | 483,839 CHF | 100.00% | 100.00% |
18/12/2024 | 0.76% | 98.00 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,619 CHF | 494,369 CHF | 100.00% | 100.00% |
17/12/2024 | 0.76% | 98.35 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,095 CHF | 495,845 CHF | 100.00% | 100.00% |
16/12/2024 | 0.75% | 98.90 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,767 CHF | 500,517 CHF | 100.00% | 100.00% |
13/12/2024 | 0.75% | 99.30 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,618 CHF | 500,368 CHF | 100.00% | 100.00% |
12/12/2024 | 0.75% | 99.55 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,313 CHF | 502,063 CHF | 100.00% | 100.00% |