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 | 1.98% | 94.00 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,988 CHF | 483,488 CHF | 100.00% | 100.00% |
18/12/2024 | 1.94% | 96.80 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,593 CHF | 494,093 CHF | 100.00% | 100.00% |
17/12/2024 | 1.94% | 96.70 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,371 CHF | 493,871 CHF | 100.00% | 100.00% |
16/12/2024 | 1.93% | 97.70 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,908 CHF | 496,408 CHF | 100.00% | 100.00% |
13/12/2024 | 1.90% | 98.40 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,870 CHF | 504,370 CHF | 100.00% | 100.00% |
12/12/2024 | 1.91% | 98.80 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,689 CHF | 502,189 CHF | 100.00% | 100.00% |
11/12/2024 | 1.95% | 97.80 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,574 CHF | 493,074 CHF | 99.69% | 99.69% |
10/12/2024 | 1.93% | 97.00 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,366 CHF | 496,866 CHF | 99.83% | 99.83% |
09/12/2024 | 1.92% | 96.70 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,106 CHF | 500,606 CHF | 99.60% | 99.60% |
06/12/2024 | 1.90% | 99.10 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,032 CHF | 505,532 CHF | 100.00% | 100.00% |