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 | 0.41% | 96.70 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,234 CHF | 486,234 CHF | 100.00% | 100.00% |
18/12/2024 | 0.41% | 97.70 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,782 CHF | 490,782 CHF | 99.12% | 99.12% |
17/12/2024 | 0.41% | 98.00 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,401 CHF | 491,401 CHF | 100.00% | 100.00% |
16/12/2024 | 0.41% | 97.90 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,330 CHF | 491,330 CHF | 100.00% | 100.00% |
13/12/2024 | 0.41% | 97.80 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,507 CHF | 491,507 CHF | 100.00% | 100.00% |
12/12/2024 | 0.45% | 98.00 % | 98.40 % | 500,000 | 500,000 | 481,236 | 481,236 | 471,528 CHF | 473,475 CHF | 96.95% | 96.95% |
11/12/2024 | 0.41% | 97.70 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,708 CHF | 490,708 CHF | 99.43% | 99.43% |
10/12/2024 | 0.41% | 97.70 % | 98.10 % | 500,000 | 500,000 | 499,636 | 499,636 | 488,873 CHF | 490,872 CHF | 100.00% | 100.00% |
09/12/2024 | 0.41% | 98.00 % | 98.40 % | 500,000 | 500,000 | 499,660 | 499,660 | 490,014 CHF | 492,013 CHF | 100.00% | 100.00% |
06/12/2024 | 0.41% | 98.20 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,674 CHF | 492,674 CHF | 100.00% | 100.00% |