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 | 1.08% | 92.20 % | 93.20 % | 150'000 | 150'000 | 150'000 | 150'000 | 138'227 CHF | 139'727 CHF | 99.78% | 99.78% |
18.12.2024 | 1.07% | 92.83 % | 93.83 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'121 CHF | 140'621 CHF | 96.58% | 96.58% |
17.12.2024 | 1.06% | 94.11 % | 95.11 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'295 CHF | 141'795 CHF | 98.47% | 98.47% |
16.12.2024 | 1.07% | 93.35 % | 94.35 % | 150'000 | 150'000 | 150'000 | 150'000 | 139'908 CHF | 141'408 CHF | 100.00% | 100.00% |
13.12.2024 | 1.06% | 94.04 % | 95.04 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'959 CHF | 142'459 CHF | 100.00% | 100.00% |
12.12.2024 | 1.06% | 93.80 % | 94.80 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'118 CHF | 142'618 CHF | 99.98% | 99.98% |
11.12.2024 | 1.06% | 93.94 % | 94.94 % | 150'000 | 150'000 | 150'000 | 150'000 | 140'898 CHF | 142'398 CHF | 100.00% | 100.00% |
10.12.2024 | 1.06% | 93.76 % | 94.76 % | 150'000 | 150'000 | 150'000 | 150'000 | 141'400 CHF | 142'900 CHF | 98.26% | 98.26% |
09.12.2024 | 1.05% | 94.86 % | 95.86 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'071 CHF | 143'571 CHF | 100.00% | 100.00% |
06.12.2024 | 1.05% | 94.92 % | 95.92 % | 150'000 | 150'000 | 150'000 | 150'000 | 142'749 CHF | 144'249 CHF | 100.00% | 100.00% |