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 | 0.49% | 81.45 % | 81.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'886 CHF | 408'886 CHF | 99.38% | 99.38% |
18.12.2024 | 0.49% | 81.45 % | 81.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'859 CHF | 409'859 CHF | 99.37% | 99.37% |
17.12.2024 | 0.49% | 82.70 % | 83.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 411'171 CHF | 413'171 CHF | 99.37% | 99.37% |
16.12.2024 | 0.49% | 82.05 % | 82.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 410'298 CHF | 412'298 CHF | 98.60% | 98.60% |
13.12.2024 | 0.48% | 82.75 % | 83.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'573 CHF | 415'573 CHF | 99.37% | 99.37% |
12.12.2024 | 0.48% | 82.60 % | 83.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 413'214 CHF | 415'214 CHF | 98.83% | 98.83% |
11.12.2024 | 0.48% | 82.50 % | 82.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'677 CHF | 414'677 CHF | 99.37% | 99.37% |
10.12.2024 | 0.48% | 82.45 % | 82.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'491 CHF | 416'491 CHF | 99.38% | 99.38% |
09.12.2024 | 0.48% | 83.45 % | 83.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'209 CHF | 418'209 CHF | 99.38% | 99.38% |
06.12.2024 | 0.48% | 83.45 % | 83.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'707 CHF | 420'707 CHF | 99.16% | 99.16% |