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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'451 CHF | 99'451 CHF | 94.61% | 94.61% |
27.12.2024 | 1.01% | 98.50 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'550 CHF | 99'550 CHF | 98.81% | 98.81% |
23.12.2024 | 1.01% | 98.25 % | 99.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'256 CHF | 99'256 CHF | 96.78% | 96.78% |
20.12.2024 | 1.02% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'566 CHF | 98'566 CHF | 97.74% | 97.74% |
19.12.2024 | 1.01% | 98.10 % | 99.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'169 CHF | 99'169 CHF | 92.32% | 92.32% |
18.12.2024 | 1.01% | 98.70 % | 99.70 % | 100'000 | 80'000 | 100'000 | 100'000 | 98'741 CHF | 99'741 CHF | 80.63% | 99.86% |
17.12.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'776 CHF | 99'776 CHF | 93.78% | 99.16% |
16.12.2024 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'796 CHF | 99'796 CHF | 98.85% | 98.85% |
13.12.2024 | 1.01% | 98.80 % | 99.85 % | 100'000 | 80'000 | 100'000 | 100'000 | 98'908 CHF | 99'908 CHF | 87.56% | 98.82% |
12.12.2024 | 1.01% | 98.85 % | 99.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'905 CHF | 99'905 CHF | 99.30% | 99.30% |