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 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,456 CHF | 487,456 CHF | 100.00% | 100.00% |
18/12/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,566 CHF | 491,566 CHF | 100.00% | 100.00% |
17/12/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,064 CHF | 493,064 CHF | 100.00% | 100.00% |
16/12/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,829 CHF | 495,829 CHF | 99.93% | 99.93% |
13/12/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,228 CHF | 497,228 CHF | 100.00% | 100.00% |
12/12/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,893 CHF | 497,893 CHF | 100.00% | 100.00% |
11/12/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,068 CHF | 499,068 CHF | 99.68% | 99.68% |
10/12/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,495 CHF | 498,495 CHF | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,949 CHF | 499,949 CHF | 99.15% | 99.15% |
06/12/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,788 CHF | 502,788 CHF | 97.31% | 97.31% |