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 | 99.78% | 99.78% |
18.12.2024 | 0.47% | 105.76 % | 106.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'493 CHF | 530'993 CHF | 96.60% | 96.60% |
17.12.2024 | 0.47% | 105.56 % | 106.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'821 CHF | 530'321 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 | 526'986 CHF | 529'486 CHF | 100.00% | 100.00% |
12.12.2024 | 0.47% | 105.43 % | 105.93 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'020 CHF | 529'520 CHF | 100.00% | 100.00% |
11.12.2024 | 0.47% | 105.33 % | 105.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'500 CHF | 529'000 CHF | 100.00% | 100.00% |
10.12.2024 | 0.47% | 105.33 % | 105.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'090 CHF | 529'590 CHF | 98.25% | 98.25% |
09.12.2024 | 0.47% | 105.31 % | 105.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'105 CHF | 529'605 CHF | 100.00% | 100.00% |
06.12.2024 | 0.47% | 105.19 % | 105.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'162 CHF | 528'662 CHF | 100.00% | 100.00% |