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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.12.2024 | 0.83% | 98.23 % | 99.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'117 CHF | 243'117 CHF | 99.80% | 99.80% |
19.12.2024 | 0.81% | 97.57 % | 98.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'176 CHF | 248'176 CHF | 99.85% | 99.85% |
18.12.2024 | 0.80% | 99.42 % | 100.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'719 CHF | 252'738 CHF | 100.00% | 100.00% |
17.12.2024 | 0.80% | 100.45 % | 101.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'124 CHF | 254'146 CHF | 100.00% | 100.00% |
16.12.2024 | 0.80% | 100.58 % | 101.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'251 CHF | 252'256 CHF | 100.00% | 100.00% |
13.12.2024 | 0.80% | 98.99 % | 99.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'591 CHF | 251'591 CHF | 100.00% | 100.00% |
12.12.2024 | 0.81% | 99.77 % | 100.57 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'255 CHF | 249'255 CHF | 99.99% | 99.99% |
11.12.2024 | 0.81% | 98.95 % | 99.75 % | 250'000 | 246'000 | 250'000 | 246'014 | 246'915 CHF | 244'947 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'163 CHF | 251'163 CHF | 100.00% | 100.00% |
09.12.2024 | 0.80% | 99.39 % | 100.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'077 CHF | 253'099 CHF | 100.00% | 100.00% |