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 | 0.51% | 78.45 % | 78.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 391'941 CHF | 393'941 CHF | 99.38% | 99.38% |
18.12.2024 | 0.51% | 78.55 % | 78.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'102 CHF | 395'102 CHF | 99.38% | 99.38% |
17.12.2024 | 0.50% | 79.80 % | 80.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 396'557 CHF | 398'557 CHF | 99.36% | 99.36% |
16.12.2024 | 0.50% | 79.15 % | 79.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 395'747 CHF | 397'747 CHF | 98.61% | 98.61% |
13.12.2024 | 0.50% | 79.80 % | 80.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'906 CHF | 400'906 CHF | 99.37% | 99.37% |
12.12.2024 | 0.50% | 79.70 % | 80.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'582 CHF | 400'582 CHF | 98.83% | 98.83% |
11.12.2024 | 0.50% | 79.60 % | 80.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'117 CHF | 400'117 CHF | 99.37% | 99.37% |
10.12.2024 | 0.50% | 79.55 % | 79.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 399'869 CHF | 401'869 CHF | 99.37% | 99.37% |
09.12.2024 | 0.50% | 80.50 % | 80.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'541 CHF | 403'541 CHF | 99.38% | 99.38% |
06.12.2024 | 0.49% | 80.55 % | 80.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'924 CHF | 405'924 CHF | 99.17% | 99.17% |