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 | 0.76% | 100.00 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,944 CHF | 100,702 CHF | 57.94% | 57.94% |
18/12/2024 | 0.75% | 101.10 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,385 CHF | 102,148 CHF | 85.26% | 85.26% |
17/12/2024 | 0.76% | 101.60 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,682 CHF | 102,453 CHF | 99.58% | 99.58% |
16/12/2024 | 0.74% | 101.80 % | 102.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,885 CHF | 102,646 CHF | 100.00% | 100.00% |
13/12/2024 | 0.75% | 101.90 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,998 CHF | 102,767 CHF | 100.00% | 100.00% |
12/12/2024 | 0.74% | 101.90 % | 102.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,869 CHF | 102,629 CHF | 96.08% | 96.08% |
11/12/2024 | 0.74% | 101.70 % | 102.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,689 CHF | 102,449 CHF | 98.67% | 98.67% |
10/12/2024 | 0.76% | 101.50 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,640 CHF | 102,412 CHF | 100.00% | 100.00% |
09/12/2024 | 0.77% | 102.00 % | 102.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,223 CHF | 103,011 CHF | 99.74% | 99.74% |
06/12/2024 | 0.74% | 102.20 % | 103.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,379 CHF | 103,142 CHF | 99.40% | 99.40% |