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 | 0.81% | 98.50 % | 99.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'672 CHF | 248'672 CHF | 100.00% | 100.00% |
18.12.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'747 CHF | 250'747 CHF | 100.00% | 100.00% |
17.12.2024 | 0.80% | 99.58 % | 100.38 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'821 CHF | 250'821 CHF | 100.00% | 100.00% |
16.12.2024 | 0.80% | 99.60 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'788 CHF | 250'788 CHF | 100.00% | 100.00% |
13.12.2024 | 0.80% | 99.29 % | 100.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'572 CHF | 250'572 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 99.56 % | 100.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'686 CHF | 250'686 CHF | 73.39% | 99.94% |
11.12.2024 | 0.80% | 99.26 % | 100.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'966 CHF | 249'966 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 99.17 % | 99.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'190 CHF | 250'190 CHF | 100.00% | 100.00% |
09.12.2024 | 0.80% | 99.45 % | 100.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'950 CHF | 250'950 CHF | 100.00% | 100.00% |
06.12.2024 | 0.80% | 99.47 % | 100.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'429 CHF | 250'429 CHF | 100.00% | 100.00% |