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 | 0.83% | 95.43 % | 96.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'542 CHF | 240'542 CHF | 100.00% | 100.00% |
18.12.2024 | 0.83% | 95.41 % | 96.21 % | 250'000 | 148'000 | 250'000 | 155'907 | 238'525 CHF | 149'998 CHF | 100.00% | 100.00% |
17.12.2024 | 0.83% | 95.45 % | 96.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'663 CHF | 240'663 CHF | 100.00% | 100.00% |
16.12.2024 | 0.83% | 95.47 % | 96.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'647 CHF | 240'647 CHF | 100.00% | 100.00% |
13.12.2024 | 0.84% | 95.38 % | 96.18 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'370 CHF | 240'370 CHF | 100.00% | 100.00% |
12.12.2024 | 0.84% | 95.35 % | 96.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'290 CHF | 240'290 CHF | 100.00% | 100.00% |
11.12.2024 | 0.84% | 95.20 % | 96.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'058 CHF | 240'058 CHF | 100.00% | 100.00% |
10.12.2024 | 0.84% | 95.23 % | 96.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'147 CHF | 240'147 CHF | 100.00% | 100.00% |
09.12.2024 | 0.84% | 95.27 % | 96.07 % | 250'000 | 200'000 | 250'000 | 207'682 | 238'152 CHF | 199'501 CHF | 100.00% | 100.00% |
06.12.2024 | 0.84% | 95.26 % | 96.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 238'143 CHF | 240'143 CHF | 100.00% | 100.00% |