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 | 0.52% | 96.10 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,118 CHF | 484,618 CHF | 99.36% | 99.36% |
18/12/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,668 CHF | 495,168 CHF | 99.38% | 99.38% |
17/12/2024 | 0.50% | 98.85 % | 99.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,870 CHF | 497,370 CHF | 99.38% | 99.38% |
16/12/2024 | 0.50% | 99.20 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,946 CHF | 499,446 CHF | 99.37% | 99.37% |
13/12/2024 | 0.50% | 99.50 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,220 CHF | 500,720 CHF | 99.37% | 99.37% |
12/12/2024 | 0.50% | 99.60 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,592 CHF | 500,092 CHF | 99.38% | 99.38% |
11/12/2024 | 0.50% | 99.30 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,459 CHF | 498,959 CHF | 99.36% | 99.36% |
10/12/2024 | 0.50% | 99.05 % | 99.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,928 CHF | 498,428 CHF | 99.37% | 99.37% |
09/12/2024 | 0.50% | 99.80 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,340 CHF | 502,840 CHF | 99.38% | 99.38% |
06/12/2024 | 0.50% | 99.85 % | 100.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,447 CHF | 502,947 CHF | 99.16% | 99.16% |