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% | 78.85 % | 79.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 393'860 CHF | 395'860 CHF | 99.38% | 99.38% |
18.12.2024 | 0.51% | 78.95 % | 79.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 394'964 CHF | 396'964 CHF | 99.37% | 99.37% |
17.12.2024 | 0.50% | 80.15 % | 80.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 398'439 CHF | 400'439 CHF | 99.37% | 99.37% |
16.12.2024 | 0.50% | 79.55 % | 79.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 397'643 CHF | 399'643 CHF | 98.61% | 98.61% |
13.12.2024 | 0.50% | 80.20 % | 80.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'840 CHF | 402'840 CHF | 99.37% | 99.37% |
12.12.2024 | 0.50% | 80.10 % | 80.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'538 CHF | 402'538 CHF | 98.83% | 98.83% |
11.12.2024 | 0.50% | 80.00 % | 80.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 400'089 CHF | 402'089 CHF | 99.37% | 99.37% |
10.12.2024 | 0.50% | 79.95 % | 80.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 401'878 CHF | 403'878 CHF | 99.38% | 99.38% |
09.12.2024 | 0.49% | 80.90 % | 81.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 403'564 CHF | 405'564 CHF | 99.37% | 99.37% |
06.12.2024 | 0.49% | 80.95 % | 81.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 405'984 CHF | 407'984 CHF | 99.16% | 99.16% |