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 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 99'802 | 99'802 | 100'144 CHF | 100'900 CHF | 91.34% | 91.34% |
18.12.2024 | 0.75% | 100.50 % | 101.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'623 CHF | 101'380 CHF | 95.11% | 95.11% |
17.12.2024 | 0.76% | 101.00 % | 101.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'982 CHF | 101'754 CHF | 92.73% | 92.73% |
16.12.2024 | 0.75% | 101.00 % | 101.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'915 CHF | 101'670 CHF | 99.25% | 99.25% |
13.12.2024 | 0.76% | 101.20 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'423 CHF | 102'192 CHF | 92.80% | 92.80% |
12.12.2024 | 0.75% | 101.40 % | 102.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'503 CHF | 102'262 CHF | 87.82% | 87.82% |
11.12.2024 | 0.76% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'199 CHF | 101'968 CHF | 97.69% | 97.69% |
10.12.2024 | 0.75% | 101.30 % | 102.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'441 CHF | 102'207 CHF | 100.00% | 100.00% |
09.12.2024 | 0.75% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'634 CHF | 102'403 CHF | 96.62% | 96.62% |
06.12.2024 | 0.74% | 101.60 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'534 CHF | 102'287 CHF | 92.58% | 92.58% |