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 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,112 CHF | 512,112 CHF | 99.77% | 99.77% |
27/12/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,134 CHF | 510,134 CHF | 98.69% | 98.69% |
23/12/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,111 CHF | 504,111 CHF | 100.00% | 100.00% |
20/12/2024 | 0.81% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,917 CHF | 496,917 CHF | 94.45% | 94.45% |
19/12/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,231 CHF | 499,231 CHF | 99.51% | 99.51% |
18/12/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,517 CHF | 500,517 CHF | 100.00% | 100.00% |
17/12/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,902 CHF | 510,902 CHF | 100.00% | 100.00% |
16/12/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,782 CHF | 511,782 CHF | 100.00% | 100.00% |
13/12/2024 | 0.98% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,297 CHF | 510,297 CHF | 100.00% | 100.00% |
12/12/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,670 CHF | 513,670 CHF | 100.00% | 100.00% |