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 | 0.89% | 89.20 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'621 CHF | 449'621 CHF | 99.51% | 99.51% |
18.12.2024 | 0.89% | 89.10 % | 89.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'029 CHF | 450'029 CHF | 97.14% | 97.14% |
17.12.2024 | 0.89% | 90.50 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'870 CHF | 453'870 CHF | 94.38% | 94.38% |
16.12.2024 | 0.89% | 89.80 % | 90.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'906 CHF | 452'906 CHF | 95.97% | 95.97% |
13.12.2024 | 0.88% | 90.50 % | 91.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'216 CHF | 456'216 CHF | 97.42% | 97.42% |
12.12.2024 | 0.88% | 90.30 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'755 CHF | 455'755 CHF | 100.00% | 100.00% |
11.12.2024 | 0.88% | 90.20 % | 91.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'952 CHF | 454'952 CHF | 99.33% | 99.33% |
10.12.2024 | 0.88% | 90.00 % | 90.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'755 CHF | 456'755 CHF | 100.00% | 100.00% |
09.12.2024 | 0.88% | 91.10 % | 91.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'046 CHF | 458'046 CHF | 99.11% | 99.11% |
06.12.2024 | 0.87% | 91.00 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'373 CHF | 460'373 CHF | 97.34% | 97.34% |