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 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'804 CHF | 501'304 CHF | 99.79% | 99.79% |
18.12.2024 | 0.50% | 100.80 % | 101.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'650 CHF | 506'150 CHF | 96.60% | 96.60% |
17.12.2024 | 0.50% | 100.78 % | 101.28 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'305 CHF | 505'805 CHF | 98.48% | 98.48% |
16.12.2024 | 0.50% | 100.61 % | 101.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'648 CHF | 506'148 CHF | 100.00% | 100.00% |
13.12.2024 | 0.50% | 100.50 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'449 CHF | 504'949 CHF | 100.00% | 100.00% |
12.12.2024 | 0.50% | 100.46 % | 100.96 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'372 CHF | 504'872 CHF | 100.00% | 100.00% |
11.12.2024 | 0.50% | 100.47 % | 100.97 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'164 CHF | 504'664 CHF | 100.00% | 100.00% |
10.12.2024 | 0.50% | 100.48 % | 100.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'488 CHF | 505'988 CHF | 98.27% | 98.27% |
09.12.2024 | 0.50% | 100.56 % | 101.06 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'506 CHF | 506'006 CHF | 100.00% | 100.00% |
06.12.2024 | 0.50% | 100.44 % | 100.94 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'246 CHF | 504'746 CHF | 100.00% | 100.00% |