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 | 0.47% | 105.26 % | 105.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'350 CHF | 528'850 CHF | 99.79% | 99.79% |
18.12.2024 | 0.47% | 105.75 % | 106.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'492 CHF | 530'992 CHF | 96.57% | 96.57% |
17.12.2024 | 0.47% | 105.57 % | 106.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'820 CHF | 530'320 CHF | 98.47% | 98.47% |
16.12.2024 | 0.47% | 105.46 % | 105.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'702 CHF | 530'202 CHF | 100.00% | 100.00% |
13.12.2024 | 0.47% | 105.38 % | 105.88 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'984 CHF | 529'484 CHF | 100.00% | 100.00% |
12.12.2024 | 0.47% | 105.42 % | 105.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'016 CHF | 529'516 CHF | 100.00% | 100.00% |
11.12.2024 | 0.47% | 105.33 % | 105.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'499 CHF | 528'999 CHF | 100.00% | 100.00% |
10.12.2024 | 0.47% | 105.33 % | 105.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'092 CHF | 529'592 CHF | 98.25% | 98.25% |
09.12.2024 | 0.47% | 105.31 % | 105.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'107 CHF | 529'607 CHF | 100.00% | 100.00% |
06.12.2024 | 0.47% | 105.19 % | 105.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'163 CHF | 528'663 CHF | 100.00% | 100.00% |