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% | 94.60 % | 95.30 % | 100'000 | 100'000 | 99'803 | 99'803 | 94'683 CHF | 95'397 CHF | 91.38% | 91.38% |
18.12.2024 | 0.75% | 95.65 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'771 CHF | 96'491 CHF | 95.39% | 95.39% |
17.12.2024 | 0.75% | 96.50 % | 97.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'480 CHF | 97'207 CHF | 92.73% | 92.73% |
16.12.2024 | 0.75% | 96.40 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'339 CHF | 97'067 CHF | 99.33% | 99.33% |
13.12.2024 | 0.75% | 96.80 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'265 CHF | 97'999 CHF | 92.80% | 92.80% |
12.12.2024 | 0.75% | 97.15 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'416 CHF | 98'150 CHF | 87.91% | 87.91% |
11.12.2024 | 0.75% | 97.45 % | 98.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'970 CHF | 97'702 CHF | 97.75% | 97.75% |
10.12.2024 | 0.75% | 97.20 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'520 CHF | 98'255 CHF | 100.00% | 100.00% |
09.12.2024 | 0.75% | 97.90 % | 98.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'923 CHF | 98'658 CHF | 96.62% | 96.62% |
06.12.2024 | 0.75% | 97.75 % | 98.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'577 CHF | 98'312 CHF | 92.58% | 92.58% |