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 | 3.00% | 77.40 % | 79.76 % | 250'000 | 5'000 | 250'000 | 5'000 | 193'452 CHF | 3'987 CHF | 100.00% | 100.00% |
18.12.2024 | 3.00% | 77.43 % | 79.79 % | 250'000 | 5'000 | 250'000 | 5'000 | 193'654 CHF | 3'991 CHF | 100.00% | 100.00% |
17.12.2024 | 3.00% | 77.48 % | 79.84 % | 250'000 | 5'000 | 250'000 | 5'000 | 193'792 CHF | 3'994 CHF | 100.00% | 100.00% |
16.12.2024 | 3.00% | 77.54 % | 79.90 % | 250'000 | 5'000 | 250'000 | 2'254 | 193'507 CHF | 1'798 CHF | 100.00% | 100.00% |
13.12.2024 | 3.00% | 77.27 % | 79.62 % | 250'000 | 1'000 | 250'000 | 1'000 | 193'138 CHF | 796 CHF | 100.00% | 100.00% |
12.12.2024 | 3.00% | 77.25 % | 79.60 % | 250'000 | 1'000 | 250'000 | 1'000 | 193'036 CHF | 796 CHF | 100.00% | 100.00% |
11.12.2024 | 3.00% | 77.10 % | 79.45 % | 250'000 | 1'000 | 250'000 | 1'000 | 192'880 CHF | 795 CHF | 100.00% | 100.00% |
10.12.2024 | 3.00% | 77.23 % | 79.58 % | 250'000 | 1'000 | 250'000 | 1'000 | 193'410 CHF | 797 CHF | 100.00% | 100.00% |
09.12.2024 | 3.00% | 77.39 % | 79.75 % | 250'000 | 1'000 | 250'000 | 1'000 | 193'272 CHF | 797 CHF | 100.00% | 100.00% |
06.12.2024 | 3.00% | 77.20 % | 79.55 % | 250'000 | 1'000 | 250'000 | 1'000 | 192'868 CHF | 795 CHF | 100.00% | 100.00% |