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% | 89.40 % | 89.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'032 CHF | 452'282 CHF | 99.38% | 99.38% |
18.12.2024 | 0.49% | 91.95 % | 92.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'902 CHF | 464'152 CHF | 99.37% | 99.37% |
17.12.2024 | 0.48% | 93.65 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'529 CHF | 469'779 CHF | 99.36% | 99.36% |
16.12.2024 | 0.48% | 93.40 % | 93.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'107 CHF | 468'357 CHF | 98.60% | 98.60% |
13.12.2024 | 0.50% | 94.00 % | 94.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'450 CHF | 475'825 CHF | 99.37% | 99.37% |
12.12.2024 | 0.52% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'278 CHF | 477'768 CHF | 98.83% | 98.83% |
11.12.2024 | 0.49% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'091 CHF | 475'411 CHF | 99.37% | 99.37% |
10.12.2024 | 0.52% | 94.85 % | 95.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'675 CHF | 479'175 CHF | 99.38% | 99.38% |
09.12.2024 | 0.52% | 95.95 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 479'473 CHF | 481'973 CHF | 99.38% | 99.38% |
06.12.2024 | 0.52% | 95.35 % | 95.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'686 CHF | 478'186 CHF | 99.16% | 99.16% |