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 | 1.04% | 95.80 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,639 CHF | 484,639 CHF | 99.77% | 99.77% |
27/12/2024 | 1.04% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,757 CHF | 483,757 CHF | 98.42% | 98.42% |
23/12/2024 | 0.84% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,049 CHF | 479,049 CHF | 100.00% | 100.00% |
20/12/2024 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,137 CHF | 476,137 CHF | 94.46% | 94.46% |
19/12/2024 | 0.84% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,831 CHF | 476,831 CHF | 99.51% | 99.51% |
18/12/2024 | 0.81% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,058 CHF | 494,058 CHF | 100.00% | 100.00% |
17/12/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,482 CHF | 496,482 CHF | 100.00% | 100.00% |
16/12/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,701 CHF | 497,701 CHF | 100.00% | 100.00% |
13/12/2024 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,568 CHF | 499,568 CHF | 100.00% | 100.00% |
12/12/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,076 CHF | 501,076 CHF | 100.00% | 100.00% |