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 | 0.79% | 95.73 % | 96.49 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,203 CHF | 57,658 CHF | 100.00% | 100.00% |
18/12/2024 | 0.79% | 95.93 % | 96.69 % | 60,000 | 60,000 | 59,900 | 60,000 | 57,508 CHF | 58,061 CHF | 100.00% | 100.00% |
17/12/2024 | 0.79% | 96.39 % | 97.15 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,905 CHF | 58,365 CHF | 99.72% | 99.72% |
16/12/2024 | 0.79% | 97.00 % | 97.77 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,486 CHF | 58,949 CHF | 85.98% | 85.98% |
13/12/2024 | 0.79% | 97.91 % | 98.69 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,935 CHF | 59,403 CHF | 100.00% | 100.00% |
12/12/2024 | 0.79% | 98.40 % | 99.18 % | 60,000 | 100,000 | 60,000 | 100,000 | 59,084 CHF | 99,253 CHF | 100.00% | 100.00% |
11/12/2024 | 0.79% | 98.34 % | 99.12 % | 60,000 | 100,000 | 60,000 | 100,000 | 59,220 CHF | 99,481 CHF | 100.00% | 100.00% |
10/12/2024 | 0.79% | 98.73 % | 99.51 % | 60,000 | 100,000 | 60,000 | 100,000 | 59,309 CHF | 99,629 CHF | 99.52% | 99.52% |
09/12/2024 | 0.79% | 98.92 % | 99.70 % | 60,000 | 100,000 | 48,525 | 100,000 | 47,833 CHF | 99,336 CHF | 100.00% | 100.00% |
06/12/2024 | 0.79% | 98.42 % | 99.20 % | 60,000 | 95,000 | 60,000 | 99,814 | 59,074 CHF | 99,053 CHF | 99.98% | 99.98% |