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 | 0.68% | 101.95 % | 102.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'928 CHF | 153'978 CHF | 99.79% | 99.79% |
18.12.2024 | 0.68% | 101.99 % | 102.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'987 CHF | 154'037 CHF | 96.59% | 96.59% |
17.12.2024 | 0.68% | 101.98 % | 102.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'979 CHF | 154'029 CHF | 98.48% | 98.48% |
16.12.2024 | 0.68% | 101.99 % | 102.69 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'981 CHF | 154'031 CHF | 100.00% | 100.00% |
13.12.2024 | 0.68% | 101.98 % | 102.68 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'972 CHF | 154'022 CHF | 100.00% | 100.00% |
12.12.2024 | 0.68% | 101.95 % | 102.65 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'912 CHF | 153'962 CHF | 100.00% | 100.00% |
11.12.2024 | 0.69% | 101.83 % | 102.53 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'742 CHF | 153'792 CHF | 100.00% | 100.00% |
10.12.2024 | 0.69% | 101.79 % | 102.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'699 CHF | 153'749 CHF | 98.27% | 98.27% |
09.12.2024 | 0.69% | 101.80 % | 102.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'743 CHF | 153'793 CHF | 100.00% | 100.00% |
06.12.2024 | 0.69% | 101.64 % | 102.34 % | 150'000 | 150'000 | 150'000 | 150'000 | 152'519 CHF | 153'569 CHF | 100.00% | 100.00% |