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 | 1.96% | 97.50 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,652 CHF | 490,152 CHF | 94.31% | 94.31% |
19/12/2024 | 1.95% | 97.00 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,811 CHF | 492,311 CHF | 100.00% | 100.00% |
18/12/2024 | 1.90% | 99.00 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,196 CHF | 505,696 CHF | 100.00% | 100.00% |
17/12/2024 | 1.88% | 99.50 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,259 CHF | 510,759 CHF | 100.00% | 100.00% |
16/12/2024 | 1.86% | 101.00 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,920 CHF | 514,420 CHF | 100.00% | 100.00% |
13/12/2024 | 1.84% | 101.40 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,280 CHF | 520,780 CHF | 100.00% | 100.00% |
12/12/2024 | 1.85% | 101.60 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,720 CHF | 519,220 CHF | 100.00% | 100.00% |
11/12/2024 | 1.85% | 102.20 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,289 CHF | 518,789 CHF | 99.69% | 99.69% |
10/12/2024 | 1.86% | 101.20 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,193 CHF | 516,693 CHF | 99.83% | 99.83% |
09/12/2024 | 1.85% | 101.30 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,700 CHF | 518,200 CHF | 99.59% | 99.59% |