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 | 0.78% | 102.68 % | 103.48 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'591 CHF | 258'591 CHF | 100.00% | 100.00% |
20.12.2024 | 0.78% | 102.49 % | 103.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'691 CHF | 257'691 CHF | 100.00% | 100.00% |
19.12.2024 | 0.78% | 102.45 % | 103.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'469 CHF | 258'469 CHF | 99.78% | 99.78% |
18.12.2024 | 0.77% | 103.13 % | 103.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'030 CHF | 260'030 CHF | 96.58% | 96.58% |
17.12.2024 | 0.77% | 103.41 % | 104.21 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'266 CHF | 260'266 CHF | 98.48% | 98.48% |
16.12.2024 | 0.77% | 103.30 % | 104.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'083 CHF | 260'083 CHF | 100.00% | 100.00% |
13.12.2024 | 0.77% | 103.26 % | 104.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'327 CHF | 260'327 CHF | 100.00% | 100.00% |
12.12.2024 | 0.77% | 103.33 % | 104.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'201 CHF | 260'201 CHF | 100.00% | 100.00% |
11.12.2024 | 0.77% | 103.10 % | 103.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'665 CHF | 259'665 CHF | 100.00% | 100.00% |
10.12.2024 | 0.77% | 103.06 % | 103.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'943 CHF | 259'943 CHF | 98.27% | 98.27% |