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 | 0.51% | 98.40 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,477 CHF | 494,977 CHF | 98.35% | 98.35% |
18/12/2024 | 0.50% | 98.75 % | 99.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,817 CHF | 496,317 CHF | 99.17% | 99.17% |
17/12/2024 | - | 98.80 % | 99.30 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
16/12/2024 | - | 98.75 % | 99.25 % | 500,000 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13/12/2024 | 0.50% | 99.00 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,000 CHF | 497,500 CHF | 0.00% | 0.00% |