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 | 1.26% | 102.27 % | 103.57 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'134 CHF | 517'634 CHF | 100.00% | 100.00% |
20.12.2024 | 1.27% | 102.17 % | 103.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'664 CHF | 516'164 CHF | 100.00% | 100.00% |
19.12.2024 | 1.27% | 102.02 % | 103.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'442 CHF | 516'942 CHF | 99.78% | 99.78% |
18.12.2024 | 1.26% | 102.59 % | 103.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'230 CHF | 519'730 CHF | 96.58% | 96.58% |
17.12.2024 | 1.26% | 102.86 % | 104.16 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'054 CHF | 520'554 CHF | 98.48% | 98.48% |
16.12.2024 | 1.26% | 102.85 % | 104.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'840 CHF | 520'340 CHF | 100.00% | 100.00% |
13.12.2024 | 1.26% | 102.73 % | 104.03 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'687 CHF | 520'187 CHF | 100.00% | 100.00% |
12.12.2024 | 1.26% | 102.71 % | 104.01 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'402 CHF | 519'902 CHF | 100.00% | 100.00% |
11.12.2024 | 1.26% | 102.51 % | 103.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'521 CHF | 519'021 CHF | 100.00% | 100.00% |
10.12.2024 | 1.26% | 102.56 % | 103.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'297 CHF | 519'797 CHF | 98.26% | 98.26% |