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 | 0.96% | 83.55 % | 84.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'897 CHF | 209'897 CHF | 99.97% | 99.97% |
18.12.2024 | 0.95% | 83.04 % | 83.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'733 CHF | 210'733 CHF | 99.96% | 99.96% |
17.12.2024 | 0.92% | 88.33 % | 89.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'774 CHF | 218'774 CHF | 99.98% | 99.98% |
16.12.2024 | 0.93% | 85.93 % | 86.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'718 CHF | 216'718 CHF | 99.99% | 99.99% |
13.12.2024 | 0.91% | 88.00 % | 88.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'729 CHF | 221'729 CHF | 99.98% | 99.98% |
12.12.2024 | 0.91% | 87.49 % | 88.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 219'039 CHF | 221'039 CHF | 99.98% | 99.98% |
11.12.2024 | 0.92% | 86.97 % | 87.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'564 CHF | 219'564 CHF | 99.95% | 99.95% |
10.12.2024 | 0.90% | 86.45 % | 87.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 220'054 CHF | 222'054 CHF | 99.99% | 99.99% |
09.12.2024 | 0.90% | 89.49 % | 90.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'221 CHF | 224'221 CHF | 99.99% | 99.99% |
06.12.2024 | 0.89% | 89.27 % | 90.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 224'871 CHF | 226'871 CHF | 99.99% | 99.99% |