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 | 1.07% | 93.05 % | 94.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'849 CHF | 235'349 CHF | 98.48% | 98.48% |
27.12.2024 | 1.08% | 93.05 % | 94.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'773 CHF | 233'273 CHF | 98.41% | 98.41% |
23.12.2024 | 1.09% | 91.35 % | 92.35 % | 250'000 | 250'000 | 250'000 | 250'000 | 228'046 CHF | 230'546 CHF | 100.00% | 100.00% |
20.12.2024 | 1.11% | 90.03 % | 91.03 % | 230'000 | 250'000 | 240'968 | 250'000 | 214'918 CHF | 225'488 CHF | 99.91% | 99.91% |
19.12.2024 | 1.10% | 90.33 % | 91.33 % | 210'000 | 250'000 | 211'809 | 250'000 | 192'255 CHF | 229'421 CHF | 99.98% | 99.98% |
18.12.2024 | 1.07% | 92.24 % | 93.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'896 CHF | 234'396 CHF | 99.99% | 99.99% |
17.12.2024 | 1.06% | 94.06 % | 95.06 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'588 CHF | 236'088 CHF | 100.00% | 100.00% |
16.12.2024 | 1.07% | 93.34 % | 94.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'885 CHF | 235'385 CHF | 100.00% | 100.00% |
13.12.2024 | 1.07% | 93.45 % | 94.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'275 CHF | 235'775 CHF | 99.97% | 99.97% |
12.12.2024 | 1.08% | 92.36 % | 93.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'787 CHF | 233'287 CHF | 100.00% | 100.00% |