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% | 101.90 % | 102.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'659 CHF | 256'659 CHF | 100.00% | 100.00% |
20.12.2024 | 0.78% | 101.77 % | 102.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'984 CHF | 255'984 CHF | 100.00% | 100.00% |
19.12.2024 | 0.78% | 101.73 % | 102.53 % | 250'000 | 250'000 | 249'831 | 250'000 | 254'404 CHF | 256'577 CHF | 99.78% | 99.78% |
18.12.2024 | 0.78% | 102.26 % | 103.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'802 CHF | 257'802 CHF | 96.58% | 96.58% |
17.12.2024 | 0.78% | 102.48 % | 103.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'001 CHF | 258'001 CHF | 98.48% | 98.48% |
16.12.2024 | 0.78% | 102.40 % | 103.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'867 CHF | 257'867 CHF | 100.00% | 100.00% |
13.12.2024 | 0.78% | 102.37 % | 103.17 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'054 CHF | 258'054 CHF | 100.00% | 100.00% |
12.12.2024 | 0.78% | 102.42 % | 103.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'950 CHF | 257'950 CHF | 100.00% | 100.00% |
11.12.2024 | 0.78% | 102.22 % | 103.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'485 CHF | 257'485 CHF | 100.00% | 100.00% |
10.12.2024 | 0.78% | 102.20 % | 103.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'725 CHF | 257'725 CHF | 98.26% | 98.26% |