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 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'530 CHF | 248'530 CHF | 99.99% | 99.99% |
18.12.2024 | 0.80% | 99.13 % | 99.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'077 CHF | 250'077 CHF | 100.00% | 100.00% |
17.12.2024 | 0.80% | 101.99 % | 102.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'924 CHF | 256'974 CHF | 100.00% | 100.00% |
16.12.2024 | 0.80% | 101.82 % | 102.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'413 CHF | 256'463 CHF | 100.00% | 100.00% |
13.12.2024 | 0.80% | 101.86 % | 102.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'902 CHF | 256'952 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 101.73 % | 102.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'261 CHF | 256'311 CHF | 100.00% | 100.00% |
11.12.2024 | 0.80% | 101.55 % | 102.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'601 CHF | 255'636 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'175 CHF | 255'200 CHF | 100.00% | 100.00% |
09.12.2024 | 0.80% | 101.31 % | 102.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'421 CHF | 255'448 CHF | 100.00% | 100.00% |
06.12.2024 | 0.80% | 100.96 % | 101.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'130 CHF | 254'156 CHF | 100.00% | 100.00% |