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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.76% | 101.54 % | 102.31 % | 147'000 | 146'000 | 147'067 | 146'001 | 149'403 CHF | 149'444 CHF | 100.00% | 100.00% |
20.12.2024 | 0.76% | 101.47 % | 102.24 % | 147'000 | 146'000 | 147'973 | 146'906 | 149'573 CHF | 149'623 CHF | 99.99% | 99.99% |
19.12.2024 | 0.76% | 101.36 % | 102.13 % | 147'000 | 146'000 | 147'000 | 146'000 | 149'224 CHF | 149'333 CHF | 99.99% | 99.99% |
18.12.2024 | 0.75% | 102.17 % | 102.94 % | 146'000 | 145'000 | 146'342 | 145'335 | 149'389 CHF | 149'479 CHF | 100.00% | 100.00% |
17.12.2024 | 0.75% | 102.04 % | 102.81 % | 147'000 | 145'000 | 146'477 | 145'289 | 149'444 CHF | 149'350 CHF | 100.00% | 100.00% |
16.12.2024 | 0.75% | 102.05 % | 102.82 % | 146'000 | 145'000 | 146'662 | 145'335 | 149'533 CHF | 149'299 CHF | 100.00% | 100.00% |
13.12.2024 | 0.75% | 101.87 % | 102.64 % | 147'000 | 146'000 | 146'651 | 145'533 | 149'599 CHF | 149'579 CHF | 99.99% | 99.99% |
12.12.2024 | 0.75% | 102.09 % | 102.86 % | 146'000 | 145'000 | 146'481 | 145'211 | 149'398 CHF | 149'221 CHF | 99.99% | 99.99% |
11.12.2024 | 0.75% | 101.92 % | 102.69 % | 147'000 | 146'000 | 146'856 | 145'719 | 149'724 CHF | 149'687 CHF | 100.00% | 100.00% |
10.12.2024 | 0.75% | 101.96 % | 102.73 % | 147'000 | 146'000 | 146'713 | 145'447 | 149'574 CHF | 149'403 CHF | 100.00% | 100.00% |