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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.79% | 99.32 % | 100.11 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,585 CHF | 60,059 CHF | 100.00% | 100.00% |
20/12/2024 | 0.79% | 98.73 % | 99.51 % | 60,000 | 50,000 | 60,000 | 55,074 | 59,168 CHF | 54,739 CHF | 100.00% | 100.00% |
19/12/2024 | 0.79% | 99.02 % | 99.81 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,487 CHF | 59,961 CHF | 100.00% | 100.00% |
18/12/2024 | 0.79% | 99.47 % | 100.26 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,722 CHF | 60,196 CHF | 100.00% | 100.00% |
17/12/2024 | 0.79% | 99.64 % | 100.43 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,684 CHF | 60,158 CHF | 100.00% | 100.00% |
16/12/2024 | 0.79% | 99.41 % | 100.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,594 CHF | 60,068 CHF | 100.00% | 100.00% |
13/12/2024 | 0.79% | 99.38 % | 100.17 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,693 CHF | 60,167 CHF | 100.00% | 100.00% |
12/12/2024 | 0.79% | 99.69 % | 100.48 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,911 CHF | 60,385 CHF | 100.00% | 100.00% |
11/12/2024 | 0.79% | 99.90 % | 100.69 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,876 CHF | 60,350 CHF | 100.00% | 100.00% |
10/12/2024 | 0.79% | 99.83 % | 100.62 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,910 CHF | 60,384 CHF | 99.51% | 99.51% |