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 | 2.11% | 90.40 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,718 CHF | 455,218 CHF | 94.31% | 94.31% |
19/12/2024 | 2.09% | 90.30 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,508 CHF | 460,008 CHF | 100.00% | 100.00% |
18/12/2024 | 2.07% | 90.60 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,050 CHF | 464,550 CHF | 100.00% | 100.00% |
17/12/2024 | 2.06% | 91.60 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,091 CHF | 466,591 CHF | 100.00% | 100.00% |
16/12/2024 | 2.06% | 90.90 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,316 CHF | 464,816 CHF | 100.00% | 100.00% |
13/12/2024 | 2.06% | 91.70 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,111 CHF | 466,611 CHF | 100.00% | 100.00% |
12/12/2024 | 2.07% | 90.50 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,818 CHF | 463,318 CHF | 100.00% | 100.00% |
11/12/2024 | 2.07% | 91.60 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,974 CHF | 463,474 CHF | 99.69% | 99.69% |
10/12/2024 | 2.08% | 90.30 % | 92.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,739 CHF | 462,239 CHF | 99.83% | 99.83% |
09/12/2024 | 2.05% | 91.40 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,772 CHF | 467,272 CHF | 99.59% | 99.59% |