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 | 0.48% | 73.15 % | 73.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 365'289 CHF | 367'039 CHF | 99.37% | 99.37% |
18.12.2024 | 0.48% | 73.15 % | 73.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 366'045 CHF | 367'795 CHF | 99.37% | 99.37% |
17.12.2024 | 0.47% | 74.30 % | 74.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 369'268 CHF | 371'018 CHF | 99.37% | 99.37% |
16.12.2024 | 0.47% | 73.70 % | 74.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 368'500 CHF | 370'250 CHF | 98.60% | 98.60% |
13.12.2024 | 0.47% | 74.35 % | 74.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 371'433 CHF | 373'183 CHF | 99.37% | 99.37% |
12.12.2024 | 0.47% | 74.20 % | 74.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 371'130 CHF | 372'884 CHF | 98.83% | 98.83% |
11.12.2024 | 0.47% | 74.10 % | 74.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 370'666 CHF | 372'416 CHF | 99.37% | 99.37% |
10.12.2024 | 0.47% | 74.05 % | 74.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 372'325 CHF | 374'079 CHF | 99.38% | 99.38% |
09.12.2024 | 0.49% | 74.95 % | 75.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 373'810 CHF | 375'653 CHF | 99.37% | 99.37% |
06.12.2024 | 0.53% | 74.95 % | 75.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 375'991 CHF | 377'991 CHF | 99.16% | 99.16% |