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 | 0.59% | 101.03 % | 101.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'824 CHF | 254'324 CHF | 99.81% | 99.81% |
18.12.2024 | 0.59% | 101.37 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'487 CHF | 254'987 CHF | 96.57% | 96.57% |
17.12.2024 | 0.59% | 101.54 % | 102.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'519 CHF | 255'019 CHF | 98.47% | 98.47% |
16.12.2024 | 0.59% | 101.40 % | 102.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'324 CHF | 254'824 CHF | 100.00% | 100.00% |
13.12.2024 | 0.59% | 101.29 % | 101.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'245 CHF | 254'745 CHF | 100.00% | 100.00% |
12.12.2024 | 0.59% | 101.37 % | 101.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'428 CHF | 254'928 CHF | 100.00% | 100.00% |
11.12.2024 | 0.59% | 101.31 % | 101.91 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'369 CHF | 254'869 CHF | 100.00% | 100.00% |
10.12.2024 | 0.59% | 101.41 % | 102.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'757 CHF | 255'257 CHF | 98.25% | 98.25% |
09.12.2024 | 0.59% | 101.60 % | 102.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'889 CHF | 255'389 CHF | 100.00% | 100.00% |
06.12.2024 | 0.59% | 101.67 % | 102.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'215 CHF | 255'715 CHF | 100.00% | 100.00% |