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 | 0.97% | 81.83 % | 82.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'756 CHF | 206'756 CHF | 99.76% | 99.76% |
18.12.2024 | 0.97% | 82.10 % | 82.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 205'526 CHF | 207'526 CHF | 99.99% | 99.99% |
17.12.2024 | 0.96% | 83.36 % | 84.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'155 CHF | 209'155 CHF | 99.95% | 99.95% |
16.12.2024 | 0.96% | 82.68 % | 83.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 206'516 CHF | 208'516 CHF | 100.00% | 100.00% |
13.12.2024 | 0.96% | 83.11 % | 83.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'748 CHF | 209'748 CHF | 99.99% | 99.99% |
12.12.2024 | 0.96% | 83.11 % | 83.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'680 CHF | 209'680 CHF | 100.00% | 100.00% |
11.12.2024 | 0.96% | 82.94 % | 83.74 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'332 CHF | 209'332 CHF | 99.99% | 99.99% |
10.12.2024 | 0.96% | 82.80 % | 83.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'154 CHF | 210'154 CHF | 100.00% | 100.00% |
09.12.2024 | 0.95% | 83.81 % | 84.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'910 CHF | 210'910 CHF | 100.00% | 100.00% |
06.12.2024 | 0.95% | 83.72 % | 84.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 209'765 CHF | 211'765 CHF | 100.00% | 100.00% |