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 | 0.50% | 99.55 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'262 CHF | 500'762 CHF | 99.17% | 99.17% |
18.12.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'049 CHF | 502'549 CHF | 99.17% | 99.17% |
17.12.2024 | 0.50% | 100.05 % | 100.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'393 CHF | 502'893 CHF | 99.17% | 99.17% |
16.12.2024 | 0.50% | 100.10 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 500'261 CHF | 502'761 CHF | 99.17% | 99.17% |
13.12.2024 | 0.50% | 100.00 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'988 CHF | 502'488 CHF | 99.19% | 99.19% |
12.12.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'802 CHF | 502'302 CHF | 98.30% | 98.30% |
11.12.2024 | 0.50% | 99.85 % | 100.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'252 CHF | 501'752 CHF | 99.17% | 99.17% |
10.12.2024 | 0.50% | 99.90 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'507 CHF | 502'007 CHF | 99.17% | 99.17% |
09.12.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'672 CHF | 502'172 CHF | 99.17% | 99.17% |
06.12.2024 | 0.50% | 99.95 % | 100.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'615 CHF | 502'115 CHF | 98.58% | 98.58% |