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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.71% | 98.10 % | 98.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'042 CHF | 148'092 CHF | 100.00% | 100.00% |
20.12.2024 | 0.71% | 97.81 % | 98.51 % | 150'000 | 150'000 | 150'000 | 150'000 | 146'569 CHF | 147'619 CHF | 100.00% | 100.00% |
19.12.2024 | 0.71% | 97.93 % | 98.63 % | 150'000 | 150'000 | 150'000 | 150'000 | 147'040 CHF | 148'090 CHF | 99.79% | 99.79% |
18.12.2024 | 0.70% | 99.42 % | 100.12 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'163 CHF | 150'213 CHF | 96.59% | 96.59% |
17.12.2024 | 0.70% | 99.85 % | 100.55 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'521 CHF | 150'571 CHF | 98.48% | 98.48% |
16.12.2024 | 0.70% | 99.66 % | 100.36 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'478 CHF | 150'528 CHF | 100.00% | 100.00% |
13.12.2024 | 0.70% | 99.79 % | 100.49 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'605 CHF | 150'655 CHF | 100.00% | 100.00% |
12.12.2024 | 0.70% | 99.67 % | 100.37 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'580 CHF | 150'630 CHF | 100.00% | 100.00% |
11.12.2024 | 0.70% | 99.78 % | 100.48 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'624 CHF | 150'674 CHF | 100.00% | 100.00% |
10.12.2024 | 0.70% | 99.69 % | 100.39 % | 150'000 | 150'000 | 150'000 | 150'000 | 149'632 CHF | 150'682 CHF | 98.27% | 98.27% |