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 | 0.85% | 93.49 % | 94.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'492 CHF | 236'492 CHF | 98.76% | 98.76% |
27.12.2024 | 0.86% | 93.61 % | 94.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'621 CHF | 234'621 CHF | 98.72% | 98.72% |
23.12.2024 | 0.87% | 91.50 % | 92.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'558 CHF | 230'558 CHF | 100.00% | 100.00% |
20.12.2024 | 0.88% | 90.72 % | 91.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'595 CHF | 227'595 CHF | 99.78% | 99.78% |
19.12.2024 | 0.87% | 91.75 % | 92.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'661 CHF | 231'661 CHF | 99.81% | 99.81% |
18.12.2024 | 0.86% | 92.30 % | 93.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'520 CHF | 233'520 CHF | 99.98% | 99.98% |
17.12.2024 | 0.84% | 95.08 % | 95.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'451 CHF | 238'451 CHF | 99.99% | 99.99% |
16.12.2024 | 0.85% | 94.14 % | 94.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'027 CHF | 237'027 CHF | 99.93% | 99.93% |
13.12.2024 | 0.83% | 95.80 % | 96.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'532 CHF | 241'532 CHF | 100.00% | 100.00% |
12.12.2024 | 0.83% | 95.84 % | 96.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'665 CHF | 241'665 CHF | 99.85% | 99.85% |