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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 149'993 | 150'996 CHF | 152'039 CHF | 94.31% | 94.31% |
27.12.2024 | 0.69% | 100.65 % | 101.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'970 CHF | 152'020 CHF | 98.41% | 98.41% |
23.12.2024 | 0.69% | 100.52 % | 101.22 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'768 CHF | 151'818 CHF | 100.00% | 100.00% |
20.12.2024 | 0.70% | 100.39 % | 101.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'286 CHF | 151'336 CHF | 100.00% | 100.00% |
19.12.2024 | 0.69% | 100.37 % | 101.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'726 CHF | 151'776 CHF | 99.80% | 99.80% |
18.12.2024 | 0.69% | 100.56 % | 101.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'853 CHF | 151'903 CHF | 96.59% | 96.59% |
17.12.2024 | 0.69% | 100.55 % | 101.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'833 CHF | 151'883 CHF | 98.47% | 98.47% |
16.12.2024 | 0.69% | 100.55 % | 101.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'831 CHF | 151'881 CHF | 100.00% | 100.00% |
13.12.2024 | 0.69% | 100.55 % | 101.25 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'869 CHF | 151'919 CHF | 100.00% | 100.00% |
12.12.2024 | 0.69% | 100.56 % | 101.26 % | 150'000 | 150'000 | 150'000 | 150'000 | 150'848 CHF | 151'898 CHF | 100.00% | 100.00% |