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 | 1.59% | 81.30 % | 82.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'529 CHF | 412'029 CHF | 99.52% | 99.52% |
18.12.2024 | 1.59% | 81.30 % | 82.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'767 CHF | 413'267 CHF | 100.00% | 100.00% |
17.12.2024 | 1.56% | 83.10 % | 84.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 412'102 CHF | 418'602 CHF | 100.00% | 100.00% |
16.12.2024 | 1.57% | 82.20 % | 83.50 % | 500'000 | 500'000 | 500'000 | 499'924 | 411'451 CHF | 417'888 CHF | 100.00% | 100.00% |
13.12.2024 | 1.55% | 83.30 % | 84.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 415'889 CHF | 422'389 CHF | 100.00% | 100.00% |
12.12.2024 | 1.55% | 83.20 % | 84.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'177 CHF | 422'677 CHF | 100.00% | 100.00% |
11.12.2024 | 1.56% | 82.80 % | 84.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 414'506 CHF | 421'006 CHF | 98.62% | 98.62% |
10.12.2024 | 1.55% | 82.60 % | 83.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 416'237 CHF | 422'737 CHF | 99.92% | 99.92% |
09.12.2024 | 1.54% | 84.30 % | 85.60 % | 500'000 | 500'000 | 500'000 | 499'839 | 419'605 CHF | 425'968 CHF | 99.59% | 99.59% |
06.12.2024 | 1.53% | 84.20 % | 85.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'731 CHF | 429'231 CHF | 100.00% | 100.00% |