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% | 88.25 % | 88.95 % | 100'000 | 100'000 | 99'803 | 99'803 | 88'447 CHF | 89'115 CHF | 91.43% | 91.43% |
18.12.2024 | 0.75% | 89.80 % | 90.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'004 CHF | 90'683 CHF | 95.42% | 95.42% |
17.12.2024 | 0.75% | 91.00 % | 91.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'947 CHF | 91'630 CHF | 92.72% | 92.72% |
16.12.2024 | 0.75% | 90.85 % | 91.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'726 CHF | 91'407 CHF | 99.35% | 99.35% |
13.12.2024 | 0.75% | 91.40 % | 92.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'014 CHF | 92'709 CHF | 92.80% | 92.80% |
12.12.2024 | 0.75% | 91.80 % | 92.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'132 CHF | 92'827 CHF | 87.95% | 87.95% |
11.12.2024 | 0.75% | 92.25 % | 92.95 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'575 CHF | 92'264 CHF | 97.81% | 97.81% |
10.12.2024 | 0.75% | 91.90 % | 92.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'395 CHF | 93'090 CHF | 100.00% | 100.00% |
09.12.2024 | 0.75% | 92.95 % | 93.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'965 CHF | 93'665 CHF | 96.62% | 96.62% |
06.12.2024 | 0.75% | 92.60 % | 93.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'387 CHF | 93'084 CHF | 92.58% | 92.58% |