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 | 0.96% | 103.52 % | 104.52 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'346 CHF | 522'346 CHF | 100.00% | 100.00% |
20.12.2024 | 0.97% | 103.35 % | 104.35 % | 500'000 | 500'000 | 499'991 | 500'000 | 515'376 CHF | 520'385 CHF | 100.00% | 100.00% |
19.12.2024 | 0.96% | 103.21 % | 104.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'522 CHF | 521'522 CHF | 99.78% | 99.78% |
18.12.2024 | 0.96% | 103.91 % | 104.91 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'852 CHF | 524'852 CHF | 96.58% | 96.58% |
17.12.2024 | 0.96% | 104.21 % | 105.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'668 CHF | 525'668 CHF | 98.48% | 98.48% |
16.12.2024 | 0.96% | 104.16 % | 105.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'345 CHF | 525'345 CHF | 100.00% | 100.00% |
13.12.2024 | 0.96% | 104.03 % | 105.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'318 CHF | 525'318 CHF | 100.00% | 100.00% |
12.12.2024 | 0.96% | 104.04 % | 105.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'026 CHF | 525'026 CHF | 100.00% | 100.00% |
11.12.2024 | 0.96% | 103.82 % | 104.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'032 CHF | 524'032 CHF | 100.00% | 100.00% |
10.12.2024 | 0.96% | 103.84 % | 104.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'774 CHF | 524'774 CHF | 98.26% | 98.26% |