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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.12.2024 | 3.48% | 103.34 % | 107.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 151'393 CHF | 156'755 CHF | 99.74% | 99.74% |
19.12.2024 | 3.48% | 102.44 % | 106.07 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'555 CHF | 161'065 CHF | 99.99% | 99.99% |
18.12.2024 | 3.48% | 104.61 % | 108.31 % | 150'000 | 150'000 | 150'000 | 150'000 | 157'249 CHF | 162'819 CHF | 100.00% | 100.00% |
17.12.2024 | 3.48% | 105.21 % | 108.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 159'414 CHF | 165'060 CHF | 100.00% | 100.00% |
16.12.2024 | 3.48% | 106.78 % | 110.56 % | 150'000 | 150'000 | 150'000 | 150'000 | 160'040 CHF | 165'710 CHF | 100.00% | 100.00% |
13.12.2024 | 3.48% | 105.40 % | 109.13 % | 150'000 | 150'000 | 150'000 | 150'000 | 158'238 CHF | 163'843 CHF | 100.00% | 100.00% |
12.12.2024 | 3.48% | 105.58 % | 109.32 % | 150'000 | 150'000 | 150'000 | 150'000 | 158'410 CHF | 164'021 CHF | 99.98% | 99.98% |
11.12.2024 | 3.48% | 105.04 % | 108.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 156'381 CHF | 161'921 CHF | 99.98% | 99.98% |
10.12.2024 | 3.48% | 102.83 % | 106.47 % | 150'000 | 150'000 | 150'000 | 150'000 | 155'340 CHF | 160'840 CHF | 100.00% | 100.00% |
09.12.2024 | 3.48% | 103.74 % | 107.41 % | 150'000 | 150'000 | 150'000 | 150'000 | 156'036 CHF | 161'562 CHF | 99.97% | 99.97% |