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 | 1.12% | 77.95 % | 78.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 377'803 CHF | 382'053 CHF | 100.00% | 100.00% |
19.12.2024 | 1.02% | 76.65 % | 77.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 389'126 CHF | 393'126 CHF | 97.26% | 100.00% |
18.12.2024 | 0.91% | 81.65 % | 82.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 408'575 CHF | 412'325 CHF | 100.00% | 100.00% |
17.12.2024 | 0.91% | 81.90 % | 82.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'714 CHF | 414'464 CHF | 100.00% | 100.00% |
16.12.2024 | 0.91% | 82.05 % | 82.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 409'660 CHF | 413'410 CHF | 100.00% | 100.00% |
13.12.2024 | 0.89% | 81.65 % | 82.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'348 CHF | 421'098 CHF | 99.27% | 100.00% |
12.12.2024 | 0.91% | 83.05 % | 83.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'067 CHF | 414'817 CHF | 100.00% | 100.00% |
11.12.2024 | 0.91% | 81.60 % | 82.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'634 CHF | 414'384 CHF | 100.00% | 100.00% |
10.12.2024 | 0.89% | 82.55 % | 83.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'632 CHF | 422'382 CHF | 100.00% | 100.00% |
09.12.2024 | 0.88% | 84.20 % | 84.95 % | 500'000 | 500'000 | 499'985 | 500'000 | 425'016 CHF | 428'778 CHF | 100.00% | 100.00% |