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 | 0.75% | 86.35 % | 87.00 % | 100'000 | 100'000 | 99'802 | 99'802 | 86'566 CHF | 87'221 CHF | 91.27% | 91.27% |
18.12.2024 | 0.75% | 88.05 % | 88.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 88'268 CHF | 88'933 CHF | 95.07% | 95.07% |
17.12.2024 | 0.75% | 89.35 % | 90.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'291 CHF | 89'967 CHF | 92.72% | 92.72% |
16.12.2024 | 0.75% | 89.25 % | 89.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 89'110 CHF | 89'781 CHF | 99.22% | 99.22% |
13.12.2024 | 0.75% | 89.85 % | 90.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'516 CHF | 91'200 CHF | 92.80% | 92.80% |
12.12.2024 | 0.75% | 90.30 % | 91.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'641 CHF | 91'324 CHF | 83.10% | 83.10% |
11.12.2024 | 0.76% | 90.85 % | 91.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'102 CHF | 90'785 CHF | 97.65% | 97.65% |
10.12.2024 | 0.75% | 90.45 % | 91.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'003 CHF | 91'691 CHF | 100.00% | 100.00% |
09.12.2024 | 0.75% | 91.60 % | 92.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'642 CHF | 92'333 CHF | 96.62% | 96.62% |
06.12.2024 | 0.75% | 91.25 % | 91.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'989 CHF | 91'677 CHF | 92.58% | 92.58% |