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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,745 CHF | 499,745 CHF | 94.45% | 94.45% |
19/12/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,684 CHF | 503,684 CHF | 100.00% | 100.00% |
18/12/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,057 CHF | 512,057 CHF | 100.00% | 100.00% |
17/12/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,874 CHF | 514,874 CHF | 100.00% | 100.00% |
16/12/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,148 CHF | 514,148 CHF | 100.00% | 100.00% |
13/12/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,111 CHF | 512,111 CHF | 100.00% | 100.00% |
12/12/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,457 CHF | 513,457 CHF | 100.00% | 100.00% |
11/12/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,010 CHF | 516,010 CHF | 98.63% | 98.63% |
10/12/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,280 CHF | 515,280 CHF | 100.00% | 100.00% |
09/12/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,338 CHF | 516,338 CHF | 99.11% | 99.11% |