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 | 1.09% | 91.25 % | 92.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'464 CHF | 92'464 CHF | 99.05% | 99.05% |
18.12.2024 | 1.07% | 92.20 % | 93.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'567 CHF | 93'567 CHF | 99.84% | 99.84% |
17.12.2024 | 1.07% | 92.70 % | 93.70 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'723 CHF | 93'723 CHF | 99.16% | 99.16% |
16.12.2024 | 1.06% | 93.60 % | 94.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'978 CHF | 94'978 CHF | 98.73% | 98.73% |
13.12.2024 | 1.06% | 93.90 % | 94.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'002 CHF | 95'002 CHF | 98.67% | 98.67% |
12.12.2024 | 1.06% | 94.30 % | 95.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'238 CHF | 95'238 CHF | 99.19% | 99.19% |
11.12.2024 | 1.06% | 94.30 % | 95.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'213 CHF | 95'213 CHF | 98.51% | 98.51% |
10.12.2024 | 1.05% | 94.35 % | 95.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'674 CHF | 95'674 CHF | 100.00% | 100.00% |
09.12.2024 | 1.05% | 94.85 % | 95.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'583 CHF | 95'583 CHF | 97.74% | 97.74% |
06.12.2024 | 1.05% | 94.15 % | 95.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'338 CHF | 95'338 CHF | 98.74% | 98.74% |