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% | 102.12 % | 102.92 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'506 CHF | 514'506 CHF | 100.00% | 100.00% |
20.12.2024 | 0.78% | 102.06 % | 102.86 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'998 CHF | 512'998 CHF | 100.00% | 100.00% |
19.12.2024 | 0.78% | 101.96 % | 102.76 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'155 CHF | 514'155 CHF | 99.78% | 99.78% |
18.12.2024 | 0.78% | 102.47 % | 103.27 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'455 CHF | 516'455 CHF | 96.58% | 96.58% |
17.12.2024 | 0.78% | 102.57 % | 103.37 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'885 CHF | 516'885 CHF | 98.48% | 98.48% |
16.12.2024 | 0.78% | 102.63 % | 103.43 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'945 CHF | 516'945 CHF | 100.00% | 100.00% |
13.12.2024 | 0.78% | 102.56 % | 103.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'137 CHF | 517'137 CHF | 100.00% | 100.00% |
12.12.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'975 CHF | 516'975 CHF | 100.00% | 100.00% |
11.12.2024 | 0.78% | 102.46 % | 103.26 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'091 CHF | 516'091 CHF | 100.00% | 100.00% |
10.12.2024 | 0.78% | 102.49 % | 103.29 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'443 CHF | 516'443 CHF | 98.27% | 98.27% |