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 | 0.80% | 99.08 % | 99.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'704 CHF | 249'704 CHF | 100.00% | 100.00% |
20.12.2024 | 0.81% | 98.91 % | 99.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'987 CHF | 248'987 CHF | 100.00% | 100.00% |
19.12.2024 | 0.80% | 99.04 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'672 CHF | 249'672 CHF | 100.00% | 100.00% |
18.12.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'037 CHF | 250'037 CHF | 100.00% | 100.00% |
17.12.2024 | 0.80% | 99.18 % | 99.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'961 CHF | 249'961 CHF | 100.00% | 100.00% |
16.12.2024 | 0.80% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'056 CHF | 250'056 CHF | 100.00% | 100.00% |
13.12.2024 | 0.80% | 99.25 % | 100.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'141 CHF | 250'141 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 99.30 % | 100.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'209 CHF | 250'209 CHF | 100.00% | 100.00% |
11.12.2024 | 0.80% | 99.23 % | 100.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'014 CHF | 250'014 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 99.17 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'041 CHF | 250'041 CHF | 43.00% | 100.00% |