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 | 0.79% | 101.31 % | 102.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'186 CHF | 255'186 CHF | 100.00% | 100.00% |
20.12.2024 | 0.79% | 101.22 % | 102.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'660 CHF | 254'660 CHF | 100.00% | 100.00% |
19.12.2024 | 0.79% | 101.18 % | 101.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'100 CHF | 255'100 CHF | 99.79% | 99.79% |
18.12.2024 | 0.78% | 101.61 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'137 CHF | 256'137 CHF | 96.58% | 96.58% |
17.12.2024 | 0.78% | 101.80 % | 102.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'330 CHF | 256'330 CHF | 98.48% | 98.48% |
16.12.2024 | 0.78% | 101.73 % | 102.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'217 CHF | 256'217 CHF | 100.00% | 100.00% |
13.12.2024 | 0.78% | 101.70 % | 102.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'329 CHF | 256'329 CHF | 100.00% | 100.00% |
12.12.2024 | 0.78% | 101.72 % | 102.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'226 CHF | 256'226 CHF | 100.00% | 100.00% |
11.12.2024 | 0.78% | 101.53 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'797 CHF | 255'797 CHF | 100.00% | 100.00% |
10.12.2024 | 0.78% | 101.54 % | 102.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'053 CHF | 256'053 CHF | 98.26% | 98.26% |