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 | 0.49% | 80.55 % | 80.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 406'174 CHF | 408'174 CHF | 99.37% | 99.37% |
18.12.2024 | 0.48% | 83.45 % | 83.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'457 CHF | 422'497 CHF | 99.37% | 99.37% |
17.12.2024 | 0.52% | 85.65 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'872 CHF | 430'120 CHF | 99.36% | 99.36% |
16.12.2024 | 0.52% | 85.50 % | 85.95 % | 500'000 | 500'000 | 500'000 | 499'942 | 427'160 CHF | 429'355 CHF | 98.61% | 98.61% |
13.12.2024 | 0.51% | 86.35 % | 86.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'417 CHF | 439'667 CHF | 99.37% | 99.37% |
12.12.2024 | 0.51% | 87.70 % | 88.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 440'704 CHF | 442'954 CHF | 98.83% | 98.83% |
11.12.2024 | 0.51% | 88.55 % | 89.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'498 CHF | 439'748 CHF | 99.37% | 99.37% |
10.12.2024 | 0.51% | 88.00 % | 88.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'852 CHF | 446'102 CHF | 99.38% | 99.38% |
09.12.2024 | 0.50% | 89.75 % | 90.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'584 CHF | 450'834 CHF | 99.38% | 99.38% |
06.12.2024 | 0.51% | 88.95 % | 89.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'868 CHF | 445'118 CHF | 99.16% | 99.16% |