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 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,875 CHF | 515,875 CHF | 99.51% | 99.51% |
18/12/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,032 CHF | 521,032 CHF | 100.00% | 100.00% |
17/12/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,413 CHF | 520,413 CHF | 100.00% | 100.00% |
16/12/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,512 CHF | 521,512 CHF | 100.00% | 100.00% |
13/12/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,366 CHF | 521,366 CHF | 100.00% | 100.00% |
12/12/2024 | 0.77% | 103.60 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,152 CHF | 522,152 CHF | 100.00% | 100.00% |
11/12/2024 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,743 CHF | 519,743 CHF | 98.61% | 98.61% |
10/12/2024 | 0.77% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,042 CHF | 519,042 CHF | 100.00% | 100.00% |
09/12/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,600 CHF | 520,600 CHF | 99.11% | 99.11% |
06/12/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,293 CHF | 520,293 CHF | 97.20% | 97.20% |