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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.70% | 99.28 % | 99.98 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'029 CHF | 150'079 CHF | 94.32% | 94.32% |
27.12.2024 | 0.70% | 99.30 % | 100.00 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'948 CHF | 149'998 CHF | 98.40% | 98.40% |
23.12.2024 | 0.70% | 98.88 % | 99.58 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'564 CHF | 149'614 CHF | 100.00% | 100.00% |
20.12.2024 | 0.71% | 98.76 % | 99.46 % | 150'000 | 150'000 | 150'000 | 149'945 | 147'742 CHF | 148'737 CHF | 100.00% | 100.00% |
19.12.2024 | 0.70% | 98.80 % | 99.50 % | 150'000 | 150'000 | 150'000 | 150'000 | 148'413 CHF | 149'463 CHF | 99.80% | 99.80% |
18.12.2024 | 0.70% | 99.39 % | 100.09 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'097 CHF | 150'147 CHF | 96.58% | 96.58% |
17.12.2024 | 0.70% | 99.34 % | 100.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'030 CHF | 150'080 CHF | 98.47% | 98.47% |
16.12.2024 | 0.70% | 99.38 % | 100.08 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'087 CHF | 150'137 CHF | 100.00% | 100.00% |
13.12.2024 | 0.70% | 99.41 % | 100.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'176 CHF | 150'226 CHF | 100.00% | 100.00% |
12.12.2024 | 0.70% | 99.46 % | 100.16 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'259 CHF | 150'309 CHF | 100.00% | 100.00% |