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% | 98.14 % | 98.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'177 CHF | 248'177 CHF | 100.00% | 100.00% |
18.12.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'897 CHF | 248'897 CHF | 100.00% | 100.00% |
17.12.2024 | 0.81% | 98.55 % | 99.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'655 CHF | 248'655 CHF | 100.00% | 100.00% |
16.12.2024 | 0.81% | 98.17 % | 98.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'360 CHF | 248'360 CHF | 100.00% | 100.00% |
13.12.2024 | 0.80% | 99.69 % | 100.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'663 CHF | 251'664 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'404 CHF | 250'404 CHF | 100.00% | 100.00% |
11.12.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'312 CHF | 250'312 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 99.34 % | 100.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'025 CHF | 250'025 CHF | 100.00% | 100.00% |
09.12.2024 | 0.81% | 98.73 % | 99.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'145 CHF | 248'145 CHF | 100.00% | 100.00% |
06.12.2024 | 0.82% | 97.34 % | 98.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'010 CHF | 246'010 CHF | 100.00% | 100.00% |