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 | 0.80% | 92.10 % | 92.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 465'240 CHF | 468'990 CHF | 100.00% | 100.00% |
18.12.2024 | 0.77% | 96.80 % | 97.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'550 CHF | 489'300 CHF | 100.00% | 100.00% |
17.12.2024 | 0.77% | 97.20 % | 97.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'895 CHF | 488'645 CHF | 100.00% | 100.00% |
16.12.2024 | 0.77% | 97.15 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'871 CHF | 488'621 CHF | 100.00% | 100.00% |
13.12.2024 | 0.77% | 96.20 % | 96.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'467 CHF | 486'217 CHF | 100.00% | 100.00% |
12.12.2024 | 0.77% | 96.85 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'062 CHF | 489'812 CHF | 100.00% | 100.00% |
11.12.2024 | 0.77% | 97.25 % | 98.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'077 CHF | 490'827 CHF | 100.00% | 100.00% |
10.12.2024 | 0.76% | 97.45 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'869 CHF | 492'619 CHF | 100.00% | 100.00% |
09.12.2024 | 0.76% | 97.75 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'373 CHF | 492'123 CHF | 100.00% | 100.00% |
06.12.2024 | 0.76% | 98.00 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'059 CHF | 492'809 CHF | 100.00% | 100.00% |