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 | 0.84% | 94.80 % | 95.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'818 CHF | 95'618 CHF | 98.74% | 98.74% |
18.12.2024 | 0.86% | 94.30 % | 95.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'082 CHF | 95'905 CHF | 100.00% | 100.00% |
17.12.2024 | 0.84% | 95.20 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'691 CHF | 95'491 CHF | 100.00% | 100.00% |
16.12.2024 | 0.84% | 94.60 % | 95.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'763 CHF | 95'563 CHF | 99.73% | 99.73% |
13.12.2024 | 0.84% | 94.70 % | 95.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'813 CHF | 95'613 CHF | 99.87% | 99.87% |
12.12.2024 | 0.84% | 95.10 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'072 CHF | 95'872 CHF | 96.82% | 96.82% |
11.12.2024 | 0.84% | 95.10 % | 95.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'173 CHF | 95'973 CHF | 97.56% | 97.56% |
10.12.2024 | 0.73% | 95.30 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'523 CHF | 96'223 CHF | 53.06% | 53.06% |
09.12.2024 | 0.84% | 96.10 % | 96.91 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'087 CHF | 96'897 CHF | 95.56% | 95.56% |
06.12.2024 | 0.84% | 96.20 % | 97.01 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'170 CHF | 96'980 CHF | 97.20% | 97.20% |