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 | 0.71% | 98.54 % | 99.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'930 CHF | 248'680 CHF | 99.80% | 99.80% |
18.12.2024 | 0.70% | 99.30 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'296 CHF | 250'046 CHF | 96.59% | 96.59% |
17.12.2024 | 0.70% | 99.32 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'334 CHF | 250'084 CHF | 98.47% | 98.47% |
16.12.2024 | 0.70% | 99.30 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'254 CHF | 250'004 CHF | 100.00% | 100.00% |
13.12.2024 | 0.70% | 99.20 % | 99.90 % | 250'000 | 250'000 | 250'000 | 249'991 | 248'246 CHF | 249'987 CHF | 100.00% | 100.00% |
12.12.2024 | 0.70% | 99.30 % | 100.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'318 CHF | 250'068 CHF | 100.00% | 100.00% |
11.12.2024 | 0.70% | 99.32 % | 100.02 % | 250'000 | 250'000 | 250'000 | 249'887 | 248'012 CHF | 249'649 CHF | 100.00% | 100.00% |
10.12.2024 | 0.70% | 99.17 % | 99.87 % | 250'000 | 250'000 | 250'000 | 249'928 | 247'983 CHF | 249'661 CHF | 98.26% | 98.26% |
09.12.2024 | 0.70% | 99.34 % | 100.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'434 CHF | 250'184 CHF | 100.00% | 100.00% |
06.12.2024 | 0.70% | 99.31 % | 100.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'230 CHF | 249'980 CHF | 100.00% | 100.00% |