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% | 97.00 % | 97.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'134 CHF | 489'634 CHF | 99.37% | 99.37% |
18.12.2024 | 0.51% | 98.45 % | 98.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'437 CHF | 495'937 CHF | 99.37% | 99.37% |
17.12.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'877 CHF | 498'377 CHF | 99.37% | 99.37% |
16.12.2024 | 0.50% | 99.10 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'344 CHF | 497'844 CHF | 98.60% | 98.60% |
13.12.2024 | 0.50% | 99.25 % | 99.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'596 CHF | 500'096 CHF | 99.37% | 99.37% |
12.12.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'140 CHF | 500'640 CHF | 98.83% | 98.83% |
11.12.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'434 CHF | 499'934 CHF | 99.37% | 99.37% |
10.12.2024 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'562 CHF | 501'062 CHF | 99.38% | 99.38% |
09.12.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'442 CHF | 501'942 CHF | 99.38% | 99.38% |
06.12.2024 | 0.50% | 99.75 % | 100.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'215 CHF | 500'715 CHF | 99.16% | 99.16% |