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% | 89.35 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'771 CHF | 451'021 CHF | 99.38% | 99.38% |
18.12.2024 | 0.49% | 91.25 % | 91.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'441 CHF | 459'691 CHF | 99.37% | 99.37% |
17.12.2024 | 0.49% | 92.60 % | 93.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'571 CHF | 464'821 CHF | 99.36% | 99.36% |
16.12.2024 | 0.49% | 92.50 % | 92.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'769 CHF | 464'019 CHF | 98.60% | 98.60% |
13.12.2024 | 0.48% | 93.00 % | 93.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'978 CHF | 470'228 CHF | 99.37% | 99.37% |
12.12.2024 | 0.48% | 93.70 % | 94.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'149 CHF | 472'411 CHF | 98.83% | 98.83% |
11.12.2024 | 0.48% | 94.20 % | 94.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'842 CHF | 470'092 CHF | 99.37% | 99.37% |
10.12.2024 | 0.48% | 93.90 % | 94.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'422 CHF | 473'675 CHF | 99.37% | 99.37% |
09.12.2024 | 0.50% | 94.80 % | 95.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'045 CHF | 476'441 CHF | 99.38% | 99.38% |
06.12.2024 | 0.48% | 94.40 % | 94.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'834 CHF | 473'084 CHF | 99.16% | 99.16% |