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% | 103.13 % | 103.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'771 CHF | 259'846 CHF | 100.00% | 100.00% |
20.12.2024 | 0.80% | 103.09 % | 103.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'675 CHF | 259'750 CHF | 100.00% | 100.00% |
19.12.2024 | 0.80% | 103.14 % | 103.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'857 CHF | 259'932 CHF | 100.00% | 100.00% |
18.12.2024 | 0.80% | 103.27 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'175 CHF | 260'250 CHF | 100.00% | 100.00% |
17.12.2024 | 0.80% | 103.29 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'225 CHF | 260'300 CHF | 100.00% | 100.00% |
16.12.2024 | 0.80% | 103.32 % | 104.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'300 CHF | 260'375 CHF | 100.00% | 100.00% |
13.12.2024 | 0.80% | 103.34 % | 104.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'300 CHF | 260'375 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 103.30 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'232 CHF | 260'307 CHF | 100.00% | 100.00% |
11.12.2024 | 0.80% | 103.23 % | 104.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'094 CHF | 260'169 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 103.29 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'209 CHF | 260'284 CHF | 100.00% | 100.00% |