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 | 0.80% | 101.61 % | 102.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'025 CHF | 256'075 CHF | 100.00% | 100.00% |
18.12.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'000 CHF | 256'050 CHF | 100.00% | 100.00% |
17.12.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'000 CHF | 256'050 CHF | 100.00% | 100.00% |
16.12.2024 | 0.80% | 101.60 % | 102.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'000 CHF | 256'050 CHF | 100.00% | 100.00% |
13.12.2024 | 0.80% | 101.59 % | 102.41 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'975 CHF | 256'025 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'950 CHF | 256'000 CHF | 100.00% | 100.00% |
11.12.2024 | 0.80% | 101.58 % | 102.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'950 CHF | 256'000 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'925 CHF | 255'975 CHF | 100.00% | 100.00% |
09.12.2024 | 0.80% | 101.57 % | 102.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'925 CHF | 255'975 CHF | 100.00% | 100.00% |
06.12.2024 | 0.80% | 101.56 % | 102.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'900 CHF | 255'950 CHF | 100.00% | 100.00% |