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 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,683 CHF | 499,233 CHF | 100.00% | 100.00% |
18/12/2024 | 0.31% | 100.20 % | 100.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,561 CHF | 503,111 CHF | 100.00% | 100.00% |
17/12/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,484 CHF | 505,034 CHF | 100.00% | 100.00% |
16/12/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,386 CHF | 504,936 CHF | 100.00% | 100.00% |
13/12/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,917 CHF | 505,467 CHF | 100.00% | 100.00% |
12/12/2024 | 0.31% | 100.90 % | 101.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,023 CHF | 505,573 CHF | 100.00% | 100.00% |
11/12/2024 | 0.31% | 100.50 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,657 CHF | 504,207 CHF | 98.63% | 98.63% |
10/12/2024 | 0.31% | 100.30 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,014 CHF | 503,564 CHF | 99.91% | 99.91% |
09/12/2024 | 0.31% | 100.70 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,746 CHF | 505,296 CHF | 99.60% | 99.60% |
06/12/2024 | 0.31% | 100.60 % | 100.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,439 CHF | 504,989 CHF | 100.00% | 100.00% |