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 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'867 CHF | 508'867 CHF | 99.51% | 99.51% |
18.12.2024 | 0.99% | 100.90 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'442 CHF | 509'442 CHF | 100.00% | 100.00% |
17.12.2024 | 0.79% | 100.90 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'443 CHF | 507'443 CHF | 100.00% | 100.00% |
16.12.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'598 CHF | 506'598 CHF | 100.00% | 100.00% |
13.12.2024 | 0.99% | 100.50 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'389 CHF | 508'389 CHF | 100.00% | 100.00% |
12.12.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'233 CHF | 508'233 CHF | 100.00% | 100.00% |
11.12.2024 | 0.79% | 100.70 % | 101.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'432 CHF | 507'432 CHF | 98.64% | 98.64% |
10.12.2024 | 0.79% | 100.60 % | 101.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'465 CHF | 507'465 CHF | 100.00% | 100.00% |
09.12.2024 | 0.99% | 100.60 % | 101.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'731 CHF | 507'731 CHF | 99.11% | 99.11% |
06.12.2024 | 0.99% | 100.70 % | 101.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'318 CHF | 508'318 CHF | 97.21% | 97.21% |