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 | 0.78% | 102.75 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'652 CHF | 517'652 CHF | 100.00% | 100.00% |
20.12.2024 | 0.78% | 102.69 % | 103.49 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'423 CHF | 516'423 CHF | 100.00% | 100.00% |
19.12.2024 | 0.78% | 102.59 % | 103.39 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'193 CHF | 517'193 CHF | 99.78% | 99.78% |
18.12.2024 | 0.77% | 102.95 % | 103.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'845 CHF | 518'845 CHF | 96.58% | 96.58% |
17.12.2024 | 0.77% | 103.03 % | 103.83 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'229 CHF | 519'229 CHF | 98.48% | 98.48% |
16.12.2024 | 0.77% | 103.09 % | 103.89 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'275 CHF | 519'275 CHF | 100.00% | 100.00% |
13.12.2024 | 0.77% | 102.99 % | 103.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'136 CHF | 519'136 CHF | 100.00% | 100.00% |
12.12.2024 | 0.77% | 102.99 % | 103.79 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'924 CHF | 518'924 CHF | 100.00% | 100.00% |
11.12.2024 | 0.78% | 102.85 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'118 CHF | 518'118 CHF | 100.00% | 100.00% |
10.12.2024 | 0.77% | 102.89 % | 103.69 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'440 CHF | 518'440 CHF | 98.26% | 98.26% |