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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 2.24% | 92.60 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,758 CHF | 473,258 CHF | 99.75% | 99.75% |
27/12/2024 | 2.25% | 92.80 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,117 CHF | 471,617 CHF | 98.68% | 98.68% |
23/12/2024 | 2.03% | 93.00 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,271 CHF | 473,771 CHF | 100.00% | 100.00% |
20/12/2024 | 2.07% | 91.70 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,012 CHF | 464,512 CHF | 94.32% | 94.32% |
19/12/2024 | 2.03% | 92.60 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,364 CHF | 473,864 CHF | 100.00% | 100.00% |
18/12/2024 | 1.96% | 95.60 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,950 CHF | 489,450 CHF | 100.00% | 100.00% |
17/12/2024 | 1.94% | 96.60 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,948 CHF | 493,448 CHF | 100.00% | 100.00% |
16/12/2024 | 1.94% | 97.10 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,019 CHF | 494,519 CHF | 100.00% | 100.00% |
13/12/2024 | 1.93% | 97.40 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,076 CHF | 496,576 CHF | 100.00% | 100.00% |
12/12/2024 | 1.95% | 96.20 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,736 CHF | 491,236 CHF | 100.00% | 100.00% |