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% | 102.28 % | 103.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'580 CHF | 257'580 CHF | 100.00% | 100.00% |
20.12.2024 | 0.78% | 102.13 % | 102.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'848 CHF | 256'848 CHF | 100.00% | 100.00% |
19.12.2024 | 0.78% | 102.09 % | 102.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'454 CHF | 257'454 CHF | 99.79% | 99.79% |
18.12.2024 | 0.78% | 102.65 % | 103.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'777 CHF | 258'777 CHF | 96.58% | 96.58% |
17.12.2024 | 0.78% | 102.87 % | 103.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'977 CHF | 258'977 CHF | 98.48% | 98.48% |
16.12.2024 | 0.78% | 102.78 % | 103.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'813 CHF | 258'813 CHF | 100.00% | 100.00% |
13.12.2024 | 0.78% | 102.72 % | 103.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'934 CHF | 258'934 CHF | 100.00% | 100.00% |
12.12.2024 | 0.78% | 102.75 % | 103.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'827 CHF | 258'827 CHF | 100.00% | 100.00% |
11.12.2024 | 0.78% | 102.56 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'348 CHF | 258'348 CHF | 100.00% | 100.00% |
10.12.2024 | 0.78% | 102.56 % | 103.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'633 CHF | 258'633 CHF | 98.27% | 98.27% |